First of all you need to check wheter there is a solution. First find $d = gcd(b,p)$ if it's 1, then we'll always have solution. Otherwise in order to have solution $a$ need to be divisible by $d$. Note that you need to make $a + np$ for some integer $n$ divisibly by $d$.
But because the modulo is prime, you'll get that $d$ is either $1$ or $p$. So if $d=p$ then the equation will have a solution for $a=0$ and the solution will be every integer $x$
Once you've done that Euclidean Algorithm is the way to go here, because all you need to do is follow the rules, i.e. everything you do is according to the book.
Another useful method is the Gauss Method. It's simplier and probably faster than the Euicliden Algorithm (especially for smaller moduli), but you need a little bit of creativity and rational reasoning. The idea is to bring the fraction $\frac{a}{b}$ to a integer using multiplication, division and modular arithemtics.
You need to multiply or divide both numerator and denominator, but be careful not to multiply or divide with divisors of the modulo. Also you can take modulo values. Do this until you get a integer value. For example let $p=5$ we have:
$$\frac 1{14} \times \frac 44 = \frac 4{56} = \frac{4}{1}$$
So this means that $x \equiv 4 \pmod {5}$
But sometimes, especially for larger moduli this calculation will seem like it'll go to infinity, without any result. But if there exist a solution for $x$ you should be able to find it.