My doctor didn't mention any of the other methods to me when she prescribed the tablets for me. I would have probably gone for the nasal method, as I get very nauseated with my migraines, and the tablets sometimes don't stay down!
I'm not too good with needles, so I probably wouldn't go for the injectible, however, if it works quickler, then it's probably worth putting my fear of them to the back of my mind!