Best way to create normal maps for unity?

Hi guys, im currently generating normal maps for my assets, im new to unity and i was wondering: What is the best way to create these maps for unity, is there a difference? The way i usually create normal maps is from zbrush, which seems only logical considering all my details are sculpted there. Still, on most unity tutorials and lectures ive seen, people take em out of zbrush and go through hell to create them on max... or other modeling softwares, Why is that? The most common way seems to be through projection on max, which also seems to be the most troublesome way. is there a difference?? thanks a lot.