There is no preferred method. It all comes back to the same point: "management interface" is not "management" in the sense of you managing the controller, but "management" in the sense of the controller managing the network.
Basically this means that your management interface should not be isolated in a "management VLAN" out of reach apart from Network admin machines, but should be reacheable from the network. Your APs will need it to discover the controller.
So some people say "therefore, leave it untagged", while some others say "no problem if you tag, as anyway you would tag most of your subnets, as long as all devices can be routed to it".
hth
Jerome