Not nearly enough information given. The answers to that question are so different for target shooting and hunting, and for the game being hunted (I know a guy that hunts ground hogs with a .300 WinMAG using 110g V-Max bullets - nothing left but teeth and tail).
I zero all my hunting rifles at the distance that gives me the longest point blank range for the game in question based on the diameter of the vital zone on the animal. Ground hog rifles are zeroed assuming a 1-1/2" diameter target zone (3/4" radius) on the animal. Coyote rifle for a 3" circle. My deer rifle is zeroed based on a 6" vital circle. Most of my shots have been within the point blank range of the rifle. Zeroed like this, when I set up I can scan the field of fire with my laser rangefinder and know the boundries within which I can just place the cross hairs on the vital zone and squeeze.
Playing with my ballistic SW (I use QuickLoad and QuickTarget Unlimited) I can set up rules of thumb for where to hold on the animal at various ranges beyond the point blank range. Living in PA I've seldom had to shoot farther than that.
Then, for big game, deer size and up, there are scopes with bullet drop reticles. The Leupold on my .30-06 works if I zero it at 200 yards with a 150g bullet. Then I can use the dots on the reticle for hold over.
For target shooting, like at ground hog matches, I make a table of settings that will zero the rifle for the known distance of the targets planned, use that to get on the spotting target, and make adjustments from there. (I don't know why they call it a ground hog match - no ground hog I've ever seen will stand still for spotting rounds - hitting real ground hogs at 500 yards is more challenging - heck, just seeing them to begin with is a challenge).
If I were in an area where I was hunting at distances beyond 500 yards I'd go with a scope that responded predictably to the elevation and windage knobs every time, then work out the settings to zero it at the distance the rangefinder indicated.
Fitch