There is no true way. You only need Context:
getResources() when you are in Activity class (or MyActivity.this.getResources() when you are calling from inner class, while being in Activity class)
getActivity().getResources() (or even getContext().getResources()) when you are in Fragment class
context.getResources() when you pass Context through parameter
view.getContext().getResources() when you get Context from your View
The following two have "equivalent Context", since you are in Fragment like I can assume by your question tag:
pDialog.setMessage(getContext().getResources().getString(R.string.please_wait));
pDialog.setMessage(getResources().getString(R.string.please_wait));
where
pDialog.setMessage(getActivity().getApplicationContext().getResources().getString(R.string.please_wait));
you get Context of entrie application.
Here some reference:
Difference between getContext() , getApplicationContext() , getBaseContext() and “this”