Which is considered better style?

int set_int(int *source){
 *source = 5;
 return 0;
}

int main(){
 int x*;
 set_int(x);
}

OR

int *set_int(){
 int *temp = NULL;
 temp = malloc(sizeof (int));
 *temp = 5;
 return temp;
}

int main(){
 int *x = set_int();
}

Coming for a higher level programming background I gotta say I like the second version more. Any, tips would be very helpful. Still learning C.