^^ And it's not easy to walk underwater. Zombies just kind of stumble around and the bottom of lakes and oceans are all muddy and full of underwater plants and junk, so they'd either get stuck or be pushed around randomly by the currents.
As for safe places, the safest place on Earth would probably be McMurdo Base. It's even got an arboretum to grow food. The problem, of course, would be maintaining a supply of fuel to keep the place heated and powered up.