Since I've never attended a gym, my first choice was to always walk / run outdoors. Here, close to home, it has a huge bicycle lane (also sneaked like a sidewalk) that is so long that even far away on the horizon, we can see some fragments of it. I prefer this way, because it is much more rewarding to run / walk with some scenery around them (people! Constructions! Clouds!) Than to spend several minutes running, running, without leaving the place, on a running machine imo.
What is your preferred way of exercising it, anyways?, I mean, if you do it?