Hey Dez. I edit mine in xlights so that if I change my display around each year, the settings move with the model. That way, I don't need to go and change the brightness on the controller. In saying that. I haven't looked at FPP so I couldnt tell you if that is better or not.
This is another of those "depends". If you need to make sure that a controller doesn't push the lights beyond a specific level - then do it at the controller level. If there is a chance that for some reason you need to push a periodic "bright", then do it at the sequencer level.
In our shows, we do most of them at the controller level. (Those controllers that have the function.)
@Jon_101 Generally with brightness we talk about output brightness to the pixels, and its something set at a model (prop) level in xlights, you can bulk edit brightness in xlights via the layout tab, select as many models as you want and right click on your house view and bulk edit > brightness.
Can also bulk edit controller connection, controller name etc,