Not terrible. A big enough EMP could solve most of the problem... Would be terrible for modern life conveniences, but we'd find a way to manage. This is far from ideal, but seems survivable.
There are a lot of variants for a possible zombie apocalypse, so it's hard to figure out whether this is trivial to survive or nigh-impossible.
- How does the zombification spread?
- Spread by a magical unexplained phenomenon that affects X% of mankind? Then you have 100-X% chance of survival... Far from ideal.
- Spread by an illness that can be spread through the air, with only X% of the world's population being immune to it? Well, you have X% chance of survival. This is horrible.
- Spread by zombie bite? This actually gives us pretty good chances. I like these odds.
- Actual necromancy? So, you only get contaminated after dying? This seems super manageable. I really like those odds.
- How dangerous are the zombies?
- There are monstrous zombies like the Tanks and Witches on Left4Dead? Well, ggwp. Humanity is doomed.
- Zombies can actually use modern technology, such as planes or guns? Well, ggwp. Humanity is doomed.
- Zombies can run, open simple doors without breaking them, can climb stairs, can sense humans and have superhuman strength? Well... Those odds are really bad, but I think it's possible to survive it if the infestation is curbed early. It gets better the less categories the zombies fit though. With climbing stairs being the most important one.
- Zombies can only walk and bite mainly? This isn't an apocalypse. Military/Police will clear out every zombie in a week and then we'll then be back to our normal lives.
This really depends on the aliens. They already have good-enough technology to travel to space and try conquering Earth, so we obviously have no chance of winning, but we can still be able to submit and surrender.
If they just want to kill all life in the planet and make it their own or something, then we're out of luck. But if they are more the colonizer kind, then we can probably go into a subservient life, which is like... Well, not perfect, but manageable.
and lastly - The gates of the underworld opening
Well, we obviously die to this one. 0% survival rate without a doubt.
But that means the underworld exists, therefore we have a guaranteed afterlife, so... I dunno? Is it the worst thing ever? I don't wanna die, but I'd take solace in knowing there is a guaranteed afterlife out there.
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Taking all that into account, I'd prefer Zombie Apocalypse. While it has a lot of variants and many of them would equal to utter doom for humanity... The reality is that the majority of the zombie apocalypse scenarios actually work with very manageable expectations that would be curbed long before they are real threats.
So, overall, I'd rate Easy Zombies>Aliens>Robots>Underworld>Hard Zombies