Composer (as mentioned in other answers) is only a dependency manager and therefore only part of the solution. If you are really interested in the cleanest way, it is quite simple: write the bundle yourself.
In fact, there are many examples of bundles that work as integration layers for 3rd party libraries. For example, look at https://github.com/nelmio/alice, a Symfony2 bundle meant to wrap Faker, an external data fixture lib.
A bundle may declare configuration options overridable by the app main config files. It may expose service definitions for the library objects so that you can avoid to create them manually and inject them when needed (whether or not the library is written with DI in mind). It may be also useful for twig extensions, event listeners and so on.
A good written bundle promotes reuse, testability and separation of concern. Don't be scared from writing your bundle from scratch, start here http://symfony.com/doc/current/cookbook/bundles/best_practices.html