I greatly prefer the Masuda Method over any other style of shiny hunting. The ability to guarantee the Nature and moves of the Pokemon, increase your chances of getting desired IVs and Abilities, and raise your Pokemon from their birth are all good things as far as I'm concerned.
I don't really enjoy any other methods very much, as they all seem suboptimal. Chain Fishing can be enjoyable and I have two shines to show for its effectiveness, but the selection is limited and if I was planning to use a shiny then I'd rather be able to create it to my specifications instead of relying on luck. Soft resetting is boring and I've only ever encountered one soft reset shiny, Kyurem, despite attempting other soft reset hunts (Lapras, Moltres, Mewtwo, Snorlax) that were ultimately wastes of time. Horde and random encounters are nice but I don't seek them out. SOS is tainted for me since they removed Super Training and expected people to use SOS for faster EV training, so I don't like it and obviously don't use it to hunt shinies. Never been big on DexNav and whatnot.
Egg hatching might take a while sometimes, but some hunts can be pretty fast and you can multitask (watch something, listen to music, etc.) to keep the boredom at bay. Masuda Method simply has too many advantages, and it has proven to work very well for me over the years.