This works when you have an upgraded Crossbow and Upgraded Electro-Bolt. I haven't tried with the simplest versions, but I assume it will just take more Crossbow Bolts.

When you have The Electro-Bolt Plasmid equipped, and the Crossbow with the TRAP BOLT, you can easily use this strategy to kill a Big Daddy. When you encounter a Big Daddy, it's best to be in a place where you can move around.

First you fire a Trap Bolt and start backing up cause it comes at you fast. Immediately after you fire, you switch to Electro-Bolt and zap it, then immediately switch back to the crossbow.
If your Plasmid is strong enough, he shouldn't have enough time to recover before you shoot him again. Keep moving, though, cause sometimes he may get a running start before you stun him again.

It took me one clip of a crossbow, but it will be different for everybody. You may have to take a hit, but it's the fastest way to take the Big Daddy down.