Thanks to social media, people are now able to leave guiding comments quickly about their favorite restaurants, movies, etc. This has paved the way for the field of sentiment analysis, which brings together various disciplines. In this study, Yelp restaurant reviews and IMDB movie reviews dataset were used together with the data collected from Twitter. Word2Vec (W2V), Global Vector (GloVe) and Bidirectional Encoder Representation (BERT) word embedding methods, Term Frequency-Reverse Document Frequency (TF-IDF), and the Bag-of-Words (BOW) were used on these datasets. Convolutional Neural Network (CNN), Long Short-Term Memory (LSTM), Recurrent Neural Network (RNN), Support Vector Machine (SVM), and Naive Bayes (NB) were used in the sentiment analysis models. Accuracy, F-measure (F), Sensitivity (Sens), Precision (Pre), and Receiver Operating Characteristics (ROC) were used in the evaluation of the model performance. The Accuracy rates of the models created by the Machine Learning (ML) and Deep Learning (DL) methods using the IMDB dataset were in the range of 81%-90% and 84%-94%, respectively. These rates were in the range of 80%-86% and 81%-89% for the Yelp dataset, and in the range of 75%-79% and 85%-98% for the Twitter dataset. The models that incorporated the BERT word embedding method have the best performance, compared to the other models with ML and DL. Therefore, BERT method is recommended for this type of analysis in future studies.