The best way to write an FAQ page?

For one project, I created a Custom Post Type called FAQ. From there I just used a page-template to display all FAQ titles with the snippet and a “..Continue Reading” link . This way, if a particular FAQ answer was really long the user could just click to read more.
You could also design the page to not show the snippet, and just have the title as a link to the full question and anser

Here is a link to that particular website: http://prasadnutrition.com/faqs/

This also makes managing FAQs easy because they are all individual posts that you can manage in bulk.