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?
X-Frame-Options is just a response header. Of course if you control the client, you can ignore it. If you control the client, you can do pretty much anything.
The point in X-Frame-Options is to prevent attacks like Clickjacking (primarily) or Pixel Perfect Timing Attacks for example. It does indeed prevent those attacks, because the attacker cannot control the victim's browser to say install an extension (or if he can, Clickjacking is the least issue from the victim's perspective :) ).