Well on the first Zombie, there are endless glitches to keep you alive. But ill assume you don't want glitches
For the first zombie mode, me and my friend got to lv 24 by going in the "hell" room. One of us would watch the windows, and one would watch the door that we opened previously, with a MG or Ray gun. That's really the only effective tactic that I have come across, and ive played for many, many hours.
The second mode, depends on which side you start. Me and my friend would like to start on the side where you get the Garand. We save our $ untill round 6 or so, then run through the entire place, pass the electric room, and out to where you get double tap. We sit on the balocony where you get the double barrel shotgun and shoot them as they run down the hall at us, while me other friend watches the wall behind us (which never really gets any action, so you don't have to worry about it). Get the MP40 with double tap, and aim for head shots and you will last quite some time, since you have the MP40 ammo right next to you, and also you have the electric fence in case you get a mad rush on you.
The 3rd one, I really hate and only have played it 3 times. So couldn't help ya there. I hope I helped you a bit. Good luck killin them zombies.