Is there one best test to diagnose breast lump?

No: All tests can miss a breast lump. They are best used together. An ultrasound may find a lump that is missed on mammogram. A MRI may find lumps missed by the usg etc.

Biopsy: Not all lumps need to be biopsied; however, this is the most definitive diagnostic test. If a lump is palpable and suspicious (based on examination+/-mammogram+/-ultrasound), a simple office-based needle biopsy is indicated. If a lump is not palpable but is identified by mammography+/-ultrasound and is suspicious, an image-guided needle biopsy is likewise done.