I always have an unknown in a dimension, and it's key is 0. Then the sql statements can be COALESCE(value, 0). Most of the time using 0 is not an issue, but occassionally it makes it problematic. Not such a problem that I regret doing it that way.

I often has an N/A dimension, and it's key is -1. There is only an N/A when it makes sense. So Creation Date does not have an N/A. An open order has N/A for complete date. A completed order that for some reaons doesn't have a date would be classed as Unknown.

I'm not sure how setting the unknown value will work, so I can't compare the two. It maybe that I'm using old fashioned methods, or it may be that my desire for the greater control is a good thing. It would be interesting to hear from someone who has done both.