Use the following tactics to kill special Infected:

Boomer: Shoot at the stomach while staying as far back as possible.

Charger: Get close to it. This will prevent it from charging, and
then it can only inflict melee damage. This makes it easier to
kill it with any weapon (melee or gun).

Hunter: When it is in its pouncing position, use a shotgun to
nudge it away, then shoot it in the face. Alternately, use the
shove move while it is jumping at you to force it to stumble back,
thus preventing it from landing on you.

Jockey: Get into a huddle with your teammates, and wait for the
Jockey to appear. When you see it, all teammates can shoot the
Jockey at the same time. Huddling together will prevent it from
launching at you. Alternately, use the shove move while it is
launching at you to force it to stumble back, thus preventing it
from landing on you.

Smoker: Use a similar strategy as with the Charger. You must get
directly in front of it before killing it. The Smoker uses its
tongue to grab survivors from far distances, but it cannot do that
when you are very close.

Spitter: Shoot at the head, and be ready to get out of the way
when it spits.

Tank: Go to high ground, and shoot at it while dodging it. In
Co-op mode, use a grenade launcher for a frontal assault while
your teammates fire at its back with shotguns. Alternately, do not
try to deal any damage to the Tank, but instead hide somewhere and
let the survivor A.I. kill it.