Sledgehammers and baseball bats take to long to swing and while youre attacking a zombie another one could attack you. A crowbar is good for bashing in faces and stabbing things. You can quickly and easily switch targets and it even helps pry open doors and stuff like that.
Chainsaw make lots of noise, run on fuel, and sometimes jam, not good. A real katana is hard to find, the fake ones just bruise you a bit. And even if you have a real katana you dont know how to use it without hurting yourself in the process.