Actually there's no such thing as 'best way' to do anything... hmmmm... I suppose I can think of a few things, but I digress...

Technically, if you have a 4 x 4 keypad, you can link the columns to four PIC Pins and the Rows to four PIC pins, no Resistors, Diodes or anything else needed. The rest is creative software. However you DO need to use pins which have integral Pull-Up's. Typically, assigning PORTB on a 16F628, 16F876, 18F2420 (etc etc to name a few out of many) all do the job admirably.