Actually, the 1st way is more suited for portamenti rather than glissandi (a portamento is a relatively small slide between close notes), because ~Bxx midi messages (equivalent to Pitch Bend Wheel) produces a limited detuning of the pitch (I´m not sure how much detuning, though), and not a glissando between pitches in an arbitrary interval.
The 2nd way is more suited for glissandi, but is rather dependent on Sibelius' software algorithms to interpret the "jump" between the notes you want to make a glissando. It works fairly well with chromatic instruments, like piano and harp (chromatic glissandi), but not so well with strings and voice (continuous glissandi). But I think it also depends on the rhythmic figures you use. For me, long notes produce better glissandi than short notes (at least, I don't hear that sound "peak" with long notes).
A 3rd way, that I use a lot, is the sequencer approach (don't worry, it works well in Sibelius). If you want a glissando between short notes, you can use an "ossia above" (or "ossia below") staff and do the following: in that staff, write all chromatic notes, between the top and bottom note of the glissando (including those two notes), as 32nd notes, 64ht notes, 128h notes, or faster if you need (Sibelius has them all, up to the 512th note!! ), depending on how short the top and bottom notes are and the interval that separates them. If needed you can even use tuplets for faster notes, or varying note speed within the glissando. For me, this approach is the most robust one, but rather slow to work with. Nonetheless, if you do things well, you can even reproduce a (almost) continuous glissando with this approach, that will trick the hear (at least an untrained one...), specially if you use the legato patch of the sampled instrument!
The 4th approach, also common, is the sample library's glissandi patch (if it has one), which allows you to use the pre-recorded glissandi, starting in every note. Normally, if existent, this patch can be used via Key Switches (activated with ~N,xx, or ~O,xx in Sibelius - for this you need to know the midi key numbers - if I'm not wrong, middle C has the midi key number 60).