For Damus, only way to sign events is by pasting the private keys in. With Nostur, you can either paste or use Aegis bunker or another nsec bunker. For all the web clients you can use Nostash extension (it was previously Nostore by Terry forked it). Primal iOS is only paste. If I had to guess, most common is probably paste.

I think Damus was also working on making Damus a signer for other apps or web apps, if I remember correctly