This'll be fun lol
I'll do it in order of best to worst.
Oral: Gives you the longest high, and is generally considered to be the best. 90% of your serotonin in located in your gut, so it makes sense to me that taking MDMA through your stomach will be the most serotonergic.
Rectal: I know. Your thinking, ew... why the hell is that #2? Well, it's extremely effective, about as effective as oral dosing. It also comes on much quicker, in about 15 minutes or so.. the experience is a bit shorter, but it's not as short as it is when you snort it, and it's not "speedy" either.
Sublingual: A good RoA, but not used too often due to the gross taste of MDMA. Just stick it in your gums and don't swallow. Effects are close, if not exactly the same as rectal... but due to some powder inevitably being swallowed, not quite as effective.
Insufflation: Hate it. Gives much more speedy effects than oral MDMA, very similar to speed in my opinion. It burns like hell, is a very short experience (2 hours or so) and just is not worth it for the high. Rectal give all the benefits of snorting, with none of the negatives.
Intravenous (IV) - DANGEROUS - : Don't do this unless you have plenty of experience with needles. The experience will be EXTREMELY short... like 30 minutes at the most. It will be extremely fiendy and many people say it's just too intense to enjoy.
Intramuscular (IM) - DANGEROUS - : Just don't do it. Even riskier than IV, with less effects.
Vaporization (smoking): This is pretty much just a waste. It works... but horribly. The effects are very similar to meth.. and overall it's just gay. Lasts like 30 minutes, and you'll want nothing more than to smoke more all night. Don't do it.
Other ways you might be able to do it are Transdermal (through the skin) if you use DSMO... and I guess occular or vaginal administration... but I'd have to strongly recommend against those.
The only one I use is oral though, I suggest you do the same.