Beef marrow bones, I pick up a big bundle of them from the butcher that only sells produce from their own local farm. Usually pay £1:00 for four or five big bones that the butcher cuts into manageable size for me. Rare breed, so we keep eating them. The beef is always superb too.
I give the bones a good wash, quick boil, to make sure nothing nasty is left on them. Then like Chook does, I bake them for an hour or so in a moderate oven. overnight leave them in stock pan to soak with water covering them and a generous slug of balsamic vinegar. Next morning, very very early, like 5am, chuck in some thyme, chopped onion, a carrot and some celery. Bring to boil, then simmer until very very late, like midnight. Leave to cool, then strain the veg and bones out. I do skim off most of the fat, which is used later in cooking veg. I freeze some broth in ice cube trays, to use in soups, sauces etc.
The bones are usually very brittle at the end and no use to the dog as I have all the yummy goodness out of them.
I sometimes allow the dog to have one of the raw bones. Reluctantly given, enthusiastically and gratefully received.
Edit, I forgot to mention I add black pepper and a pince of sea salt