How do I create lists of unique values for multiple columns in Excel for large datasets?

I have multiple columns, and I need to extract unique values for each column separately. Pivot table seems to be the fastest for large datasets, but I have to do one column at a time. Macro code does it for me, but it is very slow. Advanced filter also does it one column at a time, and is more bersome than pivot table. If I can use the unique fields function from pivot table into macro, it would be a lot faster. Any ideas?