So here's a scenario. You've just gone through a building and are about to leave when the zombies arrive. The door is busted and they're making their way in. There are too many of them to effectively fight off, you need an escape route. Which way to go? You could head down to the basement and barricade yourself in, hoping you might be able to wait them out. You could make your way to the roof and hope to get down that way, escaping while the zombies try to find you in the building.
Which would be the best choice? If you're new to the game, you might think the basement is the bast way to go, hiding out and hoping they don't find you. You'd be protected from the elements and you'd be relatively safe from attack, provided your barricade was effective. Down side to that situation is you would have to be extremely quiet and hope that none of the little suckers are able to sniff you out. The real down side is if the zombies lose their prey, they will go quiet and just stay in one place. If that's the case, then the basement was a really bad idea becasue at some point, you're going to try and get out, and then they have you.
The roof, while unprotected from the elements, does give you more options for escape. If you're seasoned enough, you have some length of rope on you, anywhere from fifteen to fifty feet. You can casue a ruckus on one side of the building, then shimmy down the other side to make your escape. No such option in the basement. If there aren't too many zombies, you could shoot them and casually make your way back down the way you came. Additionally, you might have the option of jumping to another building, something you can't do in the basement.
In short, always go up, don't go down.