I don't consider there to be a "best" way, though others will disagree. Bi-wiring is a waste of time and money. If you're using a sufficiently adequate gauge of wire in the first place, there is no benefit. As for the actual connection itself, I use banana plugs just for the simple convenience. When I'm twisted behind my equipment, I really don't want to deal with unscrewing the binding post and slipping the wire into place. I've accidentally shorted wires against the case this way before. A purist will probably say that running the wire directly to the binding post will give the "purest" connection, but I don't subscribe to the belief that an extra .000000001 ohm in the signal path is audible.