The late Jack O'Connor, gunwriter and hunter, always recommended an initial sighting in at 25 yds, but he emphasized that you should re-check your zero at 100 yds to verify that you are on target. The following chart is from one of his publications showing what you can expect when sighting in at 25 yds. I have used it several times and it has always been close.
http://i2.photobucket.com/albums/y46/w5lx/SightinginTable-3.jpg