what is the best way to apply for a job? show up personally, call, or email them?

Most companies ask you to apply on line by filling out an application and uploading a resume and or cover letter on their website or through a job site like Indeed.com.
If you don't have any experience or very little experience then you may want to take the showing up personally and filling out an application route.
You can always call them to make sure that they're hiring before you apply.

From the point of view of getting the job it makes no difference. Showing up personally without an appointment shows disrespect for a managers time. Calling is pointless as you will need to fill in an application form or send in a CV. You can forward a resume or a copy of an application form by email.

Show up personally, but many employers will then just tell you to apply on-line. Don't just hand them your cv, follow up with an email.