If you can afford it/ grow enough, maybe using this guide
Cannabis Oil Making Tutorial Using Safe Countertop Distiller & Froz Alcohol
Then putting the honey oil in capsules.
If honey oil is out of the question, use one of the Coconut Oil techs. A good example is
Cannabis Capsules
I would say that if you can, use a crock-pot to cook in. I had good success with that. I posted this one because it shows a nifty little thing for filling capsules! I suggest the crock-pot because stove tops vary a lot. The one at my house is nuts. It has pretty much one temperature, hot as hell! So when I tried to use the stovetop, I made a ghetto double broiler by filling a high wall pan halfway with water, putting four clean rocks down and balancing a pot on top of that.
Coconut oil is probably your best bet for a medium. It has lots of fat, and has a lot of medium-chain fatty acids.. so its like a double whammy supplement!
As for which one is the best... That is tricky. They all essentially do the same thing.. Maybe altitude is a varying factor in which works the best? However, I would suggest using a crock-pot or stove top. I have tried both, and both work very well..
The microwave works also, but I would not recommend it over the other two methods if you have time to make your product... That being said, the microwave would be the most easily contained in terms of smell control (if that is a issue).