Softwares like like Inventor, SolidWorks, Catia etc
It's that something like the question about shortcuts?
Everybody can take a look in the shortcut list in the option menu in Solid Works.
Why don't you show us how the third method works?
(doesn't matter which software you use)
Two of them are easy (and useful):
1. circle sketch and extrude
2. quadrangle and rotation
the third one (and useless) is probably a rod with quadrangle section and than fillets with the radii equal with the half of the quadrangle side length.