If the device has a USB3.0 port, then the quickest way would be to get a thumb-drive as there are many cheap models capable of doing more than 300MB/s. Internally, the SD-card reader is most likely connected to a USB port anyway and SD-cards capable of more than 80MB/s are usually expensive.
If the USB port is 2.0, then it makes no difference as both methods will be limited to 30-35MB/s, use whichever is most convenient for you.