Classes that serialize themselves (toXml, toYaml, whichever) typically have the saving/loading embedded in that class. Keeping code in one place prevents the need to dual-maintain as many files. However, yes I agree that if multiple types of serialization are needed this could clutter up the class somewhat. The answer is: there is no good answer, pick what you like.

I find a Car::fromXml($foo) method to be pretty elegant. A factory is definitely useful when we need to churn out things that conform to a sequence or that way conflict with one another, such as if we need to roll cars off the line with increasing VIN numbers :)