Use the following tactics to kill playable and special Infected.

Playable Infected
Charger: Get close to it. This will prevent it from charging and it can only inflict melee damage. This makes it easier for you to kill it with any weapon (melee and guns alike).
Jockey: Get into a huddle with your teammates and wait for the Jockey to present itself. When you see it, all teammates can fire on the Jockey at the same time. Huddling together will prevent it from launching at you.
Smoker: Use similar strategy as the Charger. You must get directly in front of it before disposing it. Smokers use their tongues to grab survivors from far distances but it cannot do that when you are in its face.

Special Infected
Hunter: When it is in its pouncing position, use a shotgun to nudge it away, then shoot it in the face.
Boomer: Aim for the stomach and stay as far back as possible.
Spitter: Aim for the head and be ready to leap out of the way.
Tank: Get to high ground and shoot it out. In co-op mode, use a grenade launcher for a frontal assault while your teammates fire at its back with shotguns. An alternate method is to deal no damage to the Tank, but instead hide somewhere and let the survivor A.I. deal with it.