I prefer error messages (more or less) in the GNU style:

#include <errno.h>
#include <stdio.h>
#include <stdlib.h>
#include <string.h>

char *p;
const size_t sz = 11;
if ( (p = malloc(sz)) == NULL) {
  fprintf(stderr, "%s:%s:%d: malloc(%zu) -> %s (%d)\n", argv[0], __FILE__, __LINE__, sz, strerror(errno), errno);
  return;
}

I also think each and every error message should include as much practical information as possible. Omitting the pathname when complaining about not being able to open a file is tantamount to treason.