I'd go with the latter, and clarify, that means domain root relative, which will almost always work. Too often links are coded like so,
Which is "just relative to wherever you are." This is fine if the resource is always "in the same directory." When you get to using rewrite rules and other conditions, it's not always the case. The leading slash always means "start at the domain root."
A bonus, that works whether you're currently on an SSL page or a non SSL page, subdomain, even a second site.