Select rows in table A that are not in table B

How do I select all rows in table `a` that is not in table `b`:

SELECT a.id FROM a LEFT JOIN b ON a.id = b.aid WHERE b.aid IS NULL;

As "SELECT a.id" simply decides which fields will be output this will work just as well:

SELECT * FROM a LEFT JOIN b ON a.id = b.aid WHERE b.aid IS NULL;