I would not talk about "best method", but about the "best method for your application". You say you don't want a capping agent, but you don't specify if you want the particles in solution, on a substrate, small, large, narrowly distributed, single polytype, defined shape....

Chemical bath deposition is certainly better choice for obtaining ZnS nanoparticulate thin films. You can refer our paper: Thin Solid Films Volumes 480–481, 1 June 2005, Pages 168–172