If you sight in at 200 yards with most rifles, your first zero will be somewhere between 23 and 27 yards, depending on the muzzle velocity. So 25 yards is a good place to start.
Marlin put out a little sliding calculator thing with the trajectories of a bunch of loads, from .22 LR to .30-06, with the first zero set to 25 yards with iron sights and with a scope sight.
