[Lycode]

Are all of these called the same amount of times? And what would be the better method to use and why?

register_forward(FM_PlayerPreThink, "On_PreThink");
client_PreThink
register_think("player", "On_PreThink");

[HamletEagle]

The first are the second are prethink forwards from engine/fakemeta so they are the same. FM one may be better because you can unregister it and avoid to get called when you don't need.
The last one register a think on a entity by a given classname.

[fysiks]

Describe what you are trying to do so you get better advice. Also so we don't have another XY Problem.