It depends on what part of the ZA you're in, doesn't it?

In the first hours?

Heck yeah. You better follow the traffic laws. Lock your doors, windows up and be ready to move illegally, but until that happens, follow the law.

Why? Because the biggest danger is other cars, not zombies at that point.

Six months in, however? Nope. There won't be any of those running, so not a problem.

The question then is, how about a month in? The infrastructure is still (possibly) up and working... Most cars are off the streets, and the biggest danger is actually Zombies.

Unless it isn't. You have to use your best judgment and not just push the pedal down, in that case.