Well, you have a few different options.
The easiest, and simplest method would just to use a center tapped transformer, and two linear regulators to give you your plus and minus rails. Add some decent filter capacitance, and you have a pretty foolproof bipolar supply. Of course, this requires mains.
If your project is battery powered, then you could try a charge pump; keep in mind though most charge pumps are relatively limited in their output power capability, typically in the range of 20 mA. It's also hard to find a high voltage charge pump that can handle 15 volts, so this might be disqualified based off of that alone.
Then there's the DC-DC converters; an inverting buck/boost converter could give you your negative rail, and a normal boost converter gives you your +15 rail. Biggest downside to these is noise, and they also typically require a minimum load to prevent oscillations.
There's also AC-DC switch mode power supplies, which could also give you your plus and minus rails.
All of these options you can buy off the shelf solutions for. Meanwell makes good AC-DC converters.
As to what is "best", well.... Eeeh. I'd lean towards just a transformer since it's pretty foolproof and is probably going to be the cheapest solution too. This is my opinion though, and I'm sure there will be people who disagree.