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The short answer is,  when you inhale cannabis smoke into your lungs, the active compounds, such as THC, are almost immediately absorbed into the bloodstream, making their way to the brain. Once the THC hits the brain, it binds to receptors in the endocannabinoid system, most notably the CB1 receptors, which produces the euphoria typically associated with getting high. Because the time between inhalation and THC reaching the brain is so short, smoking cannabis has a rapid onset. You'll feel the effects of smoking weed almost instantly. When you eat an edible, it passes through the digestive tract, where the stomach then absorbs it. Cannabis' active compounds are then metabolized in the liver, where the THC is converted into 11-hydroxy-THC, a compound that is both more potent and longer-lasting than THC.   Because an edible has to go through the digestive tract and liver before getting absorbed into the bloodstream, it takes significantly longer for the THC to hit your brain. But once it does, it's stronger and has a longer half-life. 

Source: https://weedmaps.com/learn/products-and-how-to-consume/edibles-vs-smoking-consumption-methods

 Sublingual administration involves placing a drug under your tongue so it dissolves and is absorbed into your blood through the tissue there. Buccal administration involves placing a drug between your gums and your cheek, where it dissolves and is absorbed into your bloodstream. 

Sublingual intake has soared in popularity in the cannabis space. The main benefits of sublingual cannabis intake include:

• Rapid onset: Sublingual THC takes effect within a matter of minutes. It shares a similar onset to smoking and vaping, but with no inhalation involved.
• Easy to judge: Various factors can impact the bioavailability of oral cannabis, making it unpredictable. Sublingual products offer greater accuracy and fewer fluctuations. If you take a 10mg THC sublingual edible, you’ll have a good idea of what will make it into your bloodstream.
• You get what you’re given: You took THC, and the sublingual method respects that choice. Instead of getting the liver involved and dosing you with a much more powerful drug, sublingual cannabis administration keeps THC intact and familiar.
• Fast duration: Sometimes, you want to get high without sacrificing the rest of your day. Sublingual cannabis offers a swift psychotropic experience. You can sit back and enjoy it for an hour or two, after which you can get cracking on with whatever you have planned for the rest of the day.

That's a personal choice that should be made by oneself, based on experience and the current situation one finds themselves in.