Which treatment works the best and fastest for thrombocytopenia?

Transfusion: As is the answer of most questions in medicine, you must fix the underlying disorder, whatever that might be. Having said that, if a quick fix is required, ususally a transfusion of platelets is needed.

Depends on the cause: Treatment will depend on the cause of thrombocytopenia. For many causes like infection/sepsis/dic, drugs, autoimmune related etc- the fastest would be platelet transfusion-but- that would not be the best. The best would be to address the cause itself. For certain condition like ttp- platelet transfusion would be absolutely contraindicated-and plasma exchange would be the best and the fastest tx.