How is the best way to create a settings page?

What is the best way to create a setting page in the sense that if I press 'Escape' key then a page pops up where I can quit or return to main menu or mute the sound. Should I just create a bunch of sprite buttons when you press the key or are there better methods?

This depends on you platform and whether you are using a mouse/keyboard/phone. If you can learn and figure out how to use Index looping that would probably be the most efficient. A method I used was setting a pointer to an image point, then adding different image points, and when a button was pressed while image pointer was at X location that would do stuff.