It seems setting X-Frame-Options to deny is the most recommended method to prevent my website from being Iframed. But it is not perfect. First off X-Frame-Options can be ignored by using a Chrome extension as discussed in the below post. I have proved this is the case by using the Ignore X-Frame headers chrome extension.
Getting around X-Frame-Options DENY in a Chrome extension?
Secondly X-Frame-Options deny only works on the first iframe of a web page, if I iframe a web page twice the second iframe works.
My question is, what is the best multipronged approach to prevent my website from being iframed?