An easier option from Katima Mulilo is the bus which runs through Botswana to Victoria Falls in Zimbawe, from where you can easily cross the border to Zambia. All the bus companies are privately owned, but prices are relatively standardised and most services run fairly regularly. Minibuses are available for shorter runs and tend to be faster and slightly more expensive than regular buses. There's another branch to Kitwe. There are several rental agencies in Lusaka and a few in Ndola, north of Lusaka on the Congo border.
Conditions vary, and range from new smooth tar to appalling potholes.
Dirt roads range from bad to impassable, especially after the rains. If you haven' t driven in Africa before, this is no place to start. All drivers need an International Driver's Licence. Driving is officially on the left, but you wouldn't always know it. Drive defensively and be prepared for anything.