I've only been riding 6 months, but I'll give you my humble opinion based on a combination of logic, what I was taught, and my own experiences.
It depends, if I have enough room to plan my stop, then I work my way through the gears since in my opinion this is the most professional way to slow down.
Why?
The bike is tighter when the drive train is engaged and subsequently you're more in control of the bike. When you hold the clutch in and knock down from 6th to 1st you're coasting and are unable to react quickly in the correct gear for an immediate action/response.
If I don't have time to plan my stop, then it is what it is, and I perform an emergency stop by Front Brake to take the lion's share of the braking, Rear brake as backup, then pull the clutch and power down through the gears from 6th to 1st before grounding my left boot.
In my opinion you do the best thing given the circumstance you're presented with. The best thing is often not the easiest (laziest?) thing. It requires more work, but it gives you better risk protection and continually develops your skill as a rider.
Cheers