Are conventional methods for fitness better or going to a gym is a better option?
'Better' is a dodgy term to use. It's like asking if an orange is better than a steak? To someone with scurvy, yes it probably is. To another person low on iron or protein, probably not. Since 'fitness' can be measured in a number of different ways, the 'best' way to achieve it can also be debatable.
For example, if someone is a labourer on a building site, chances are that they will be strong and have some degree of cardiovascular fitness, from moving heavy loads and climbing ladders all day. Does this make them 'fitter' than an athlete who may have done months or even years of gym work? Many people would say not, but it depends how you measure it.
The key to success with training is consistency. If you knew that doing push-ups in the snow in your underwear was the single best way to get fitter, you'd still probably not want to do it very often. Whereas working out in an air conditioned gym a few times a week may see more appealing. If you do something a few days a week , it's going to yield better results than doing something 'better' on a few, rare occasions.
If you choose ten different methods of exercise and find someone who practices each, then ask each of them their opinion you may not be surprised to hear that each will usually recommend his or her own favourite.