Collections.sort() is just one method. It's the best choice in general for the vast majority of situations you might find yourself in.
If you really need to optimize beyond that, you will need to be much more speicfic about the specific situation you're dealing with. There is no single method that is always the best - it depends on the situation. There are many different sorting algorithms which are possible, and many of them are optimized for particular situations. The modified heapsort used by Collections.sort() is a good all-around algorithm, but it's not always the best. Feel free to implement an alternate algorithm if it's better for your particular dataset.