Angelique, I've tried all three methods, swallowing, sublingual (holding it under your tongue), and transbuccal (holding it against your upper gums).
I found that transbuccal took forever, like the pill could sit there for an hour or more. It would turn to powder but it took a long time for that and it never did completely dissolve.
Sublingual, the pill usually lasts about 5-10 minutes before it is powder and maybe another 5-10 before it is gone almost completely. I've learned to put it on the side of my tongue rather than the front and it does take a little discipline to keep it there without letting it get soaked in saliva to the point that you're swallowing it with your saliva. You'll know if you are because suddenly your saliva will taste sweet. This is my preferred method and the one that I was directed to use by my doctor. It takes a little practice but once you get used to it, it's easy and efficient and according to what I've read, when done properly, the uptake isn't too much different from transbuccal anyway.