Mr. Limpet
Aquarium Advice Addict
This would apply to all rocks, whether you collect them yourself or buy them. in my opinion bleach is easier and better as it will help rid the rock of anything left behind baking. It literally oxidizes organic materials.
I prefer using ammonia as a pre-cleaner to boiling or baking my rocks. Unless you do some serious long term rinsing after using bleach, you stand the chance of killing off your tank. With ammo, if there's even a hint of it left, it's a naturally occurring substance in the tank and there's no threat to the fish.