Pathological brain lesions exhibit diverse appearance in brain images, in terms of intensity, texture, shape, size, and location. Comprehensive sets of data and annotations are difficult to acquire. Therefore, unsupervised anomaly detection approaches have been proposed using only normal data for training, with the aim of detecting outlier anomalous voxels at test time. Denoising methods, for instance classical denoising autoencoders (DAEs) and more recently emerging diffusion models, are a promising approach, however naive application of pixelwise noise leads to poor anomaly detection performance. We show that optimization of the spatial resolution and magnitude of the noise improves the performance of different model training regimes, with similar noise parameter adjustments giving good performance for both DAEs and diffusion models. Visual inspection of the reconstructions suggests that the training noise influences the trade-off between the extent of the detail that is reconstructed and the extent of erasure of anomalies, both of which contribute to better anomaly detection performance. We validate our findings on two real-world datasets (tumor detection in brain MRI and hemorrhage/ischemia/tumor detection in brain CT), showing good detection on diverse anomaly appearances. Overall, we find that a DAE trained with coarse noise is a fast and simple method that gives state-of-the-art accuracy. Diffusion models applied to anomaly detection are as yet in their infancy and provide a promising avenue for further research.