What is the best way to copy a PC Game?

[Myth02]

I am relatively new to this and am curious what the best way to copy a PC game is. There are a few things that people told me out there. (i.e. copy the whole disc to your hard drive, or copy directly from CD to CD with CloneCD, etc...) I am not sure which approach to take. Plus I am curious of the best way to get by all of the protections. Thanks to all. :-)