The most efficient way is to have the key (Perception) or password (Diplomacy or Insight).Thievery is another thing. While there are many ways to open a door, chest or disarm a trap, thievery is the most efficient way. Indeed as long as it is not a bottle-neck, a dungeon master could make somehting only defeatable by thievery. (For example, an alternate passage to the one filled with guards.)