Max Brooks, author of The Zombie Survival Guide, and World War Z, and leading authority on Zombie issues, I believe shed some light on this. As far as Rage infected, I'd say fire and explosives are a good weapon because, as has been noted, they are still living humans and are susceptible to any kinds of injuries. Blood spatter would be an issue, but if it is all exposed to the flames thoroughly enough, then it should be nullified. But can you always be sure it's been burned away enough?
With regard to Zed, it's a bit trickier. If the explosion fully consumes Zed, then yes. If it just blows it to pieces, then if the brain is still intact, no. Zed is a corpse and does continue to decay. Over time, an active Zed will succomb to this decay and become nullified. But until that happens, even a severed head is a hazard. It keeps chomping, and if you step on it in the tall grass because you didn't know it's there, you could get bit. So explosives aren't a sure thing, it just depends.
With regard to fire, again it's got to consume Zed, or he turns into a walking torch and may pose additional hazards. Until that brain is destroyed, he'll keep on coming. Throw him into a crematorium, and sure, he's dead and the Zed virus should die with him. But spray him with a flame thrower and he's gonna keep moving until the head is consumed by the fire.
I still recommend those cutting and smashing weapons for Zed, but these other options, like fire and explosives, are viable for Rage infections. Just be aware that infected blood spatter may still be an issue.
verkill: 
