As for `Fedora`, both methods will work, there is no guarantee to chose which one is preferable.
For `Redhat/Centos`, you should use `/etc/sysconfig/modules`, since when it's documented in Redhat documentation - Persistent Module Loading.
Another way you can use `/etc/modules.conf` in `Redhat/Centos` base distro. If you use `Debian` base distro, use file `/etc/modules` file instead.