It varies based on the specific details. Most people will find that The tweaker is the easiest way to do it for mains powered devices.
Using the tweaker
All you have to do is use the IDE to change the device type handler of the trigger device to the tweaker, a very simple step.
Then go to the device in your things list, and you will immediately be able to set all parameters and all associations for that device.
Go back to the IDE, change the device type handler of the trigger device back to your every day DTH, and you are done. 
Fast, easy, does not require any other physical devices, does not require modifying your network in anyway. 
The biggest drawback of the tweaker is that it doesn’t work with battery powered devices.
You also have to do each trigger device one at a time.
Using a minimote
If you have a minimote already on your network, it’s a good way to set a very simple association for a zwave classic device using Association Group 1.
Unfortunately, it is not going to work at all if you need to set an association for a different Association group, or if you need to set any additional parameters. 
But if all you need is to, say, associate a zwave classic auxiliary switch with its master, you can definitely do that. You can also use it for a few battery powered devices, typically motion sensors. So it has its uses, but it is much much more limited than the tweaker.
Again, though, the minimote can only make associations in Association group one, and beginning with Z wave plus, association group one became reserved for the lifeline group. So the minimote is only useful for associating older devices.
Using another controller as a secondary
It’s possible to add a different zwave controller, such as Vera or a Leviton tabletop controller, to your smartthings network as a secondary, and then use its set up utilities. But this requires several steps and may or may not work well.
One) you have to buy the other controller unless you already have it
Two) you have to add the other controller to your network as a secondary. How difficult that will be depends on that particular device.
If you already had the controller on your network, you will have to remove it and add it again in order to get any new devices.
Three) once you have it on your network, it will now have access to the Z wave devices which were on your SmartThings network at the time that it joined. So now you can use its utilities to set up the associations. That means you will have to learn how they work if you don’t already know.
You may or may not have access to all association groups and to all parameters-- that just varies by controller. (The tweaker, in contrast, will always expose all association groups and all parameters for each device.)
One of the most challenging parts is that in some cases the devices in your things list will show up as a list on the new controller: but only by their Z wave ID. You may not see their name. This is true for both the trigger device and the target device.
However, there is one advantage to some other controllers: they will let you work directly from a full things list, so if you’re trying to associate many devices, it may indeed be faster than using the tweaker individually for each one.
For example, if you just installed four new virtual three ways, it might be faster to use a different controller’s utilities to set up all 4 associations. But then you may have to go into a different screen or utility to set the parameters, so if you also want to change any of those, such as changing the LED indicator light behavior or the ramp rate, then the tweaker might be faster.
So as far as which one is best, it really comes down to the details of what you are trying to do, whether you already own the other device that might be necessary, whether you are already familiar with the utilities for the other controller, and how much device information comes over when the secondary joins.
If you use the tweaker, you don’t have to learn a new system and you don’t have to buy any other devices. But if you are migrating from a different controller so that you already own it and you are already familiar with its utilities, that might feel more comfortable for you.
It’s really just a personal decision.