I use 25 yards as that's the furthest the indoor range at Buxted goes but then again I like 25 yards anyway. The zeroing range advantage/argument must surely be influenced by your scope/mount/pellet/power/rifle set up. After all, two people could zero at the same distance but have different aim points due to set up differences. How big a difference they can make I don't know.
"I wanna play cricket on the green, ride my bike across the stream, cut myself and see my blood, I wanna come home all covered in mud. I'm a boy, I'm a boy but my ma won't admit it..." I'm A Boy- The Who 1966