Experiment! Youtube is fabulous for this. I've found that I love needle-turn, but I don't love any method that involves my machine or an iron. Which is pretty much everything other than needle-turn.
BUT, I did try many methods, most more than once, to come to that conclusion. As the years go I'm sure my tastes and preferences will change, and then I'll try different things again. I hope Youtube is still around for me then!
Edited to add: I bet a Sunbonnet Sue would be a good project for trying out the different methods...