Reanimates don't make much noise - you can cave in their ribcage with a twenty pound sledge and they won't scream - but they sure seem to like it. Gun shots, alarms, big engines - it seems to spark their curiosity. They don't always move that fast, but the more you shoot, the more you will have to shoot.
The key problem is, when do you start. Sure, the ideal would be to go in and out without them noticing, but that kind of restricts what you can carry or grab to pretty small stuff. Sneak on the way in, and then you'll have to go through the same ones on the way out, plus some of their friends. Open up on the first one you see - well, the way will be clear, but the clock is ticking.
In my opinion, shooting first is a good idea. Its hard to tell if you have successfully made your way past without being seen - as I said before - they don't shout when they spot something or call "who goes there?" if they hear something amiss. Thinking you're safe for now is just a false sense of security. More importantly, the more advanced ones tend to move faster than the simple type ones - so it draws them into the open rather then letting them just hunt you. People will tell you the reanimates can show surprising intelligence sometimes, but they aren't that smart. When aggravated, they don't lay traps, they just attack, and in a fair fight...
You will lose. Fortunately, you weren't planning on making this a fair fight were you? That is the other big decision isn't it - not just when to shoot, but what to shoot at them. Just remember, make your choice, and be prepared to work with the results.