Answer: The way that best suits your specific goals and body type.
The question is asked all the time and our answer always resorts back to this. No two bodies are the same. Just because your friend is a CrossFit fanatic, or your cousin smashes the heavy weights, it does not mean that is the type of training you should be doing.
First step: Set goals
What are you specifically seeking to accomplish through your exercise regiment? Build muscle? Strength? Endurance? Improve flexibility?
These are all questions you should answer before starting any sort of program. Having a clear intention and focus as to what you are wanting to achieve is required for long term success. Please understand though, there are many approaches to exercise and not just any single one is the "best."
Step two: Map a plan.
If you are just starting out, or have little to no experience, we would suggest finding a fitness mentor to assist you in your programming. Just like diet opinions on the internet, consider the source of information if you do decide to take on the task yourself and build a plan from what you read online. Hiring a personal trainer who has in depth experience is key to long term success. If you are a veteran in the field and have been training for years but seem to be stagnate in your progress, drop the ego and find a mentor who can offer insight and suggestions to assist you.
Is CrossFit the best? High volume resistance training? Low volume resistance training? Functional training? We can't answer that for you. Resort back to step 1 and our answer that it's all person dependent. Just because it works for someone does not mean it will do the same for you.
The last thing you should do is jump into a program, class, or activity just because your friend is doing it. Going from 0 to hero is the fastest way to find yourself injured, in pain, and eventually giving up on what you started.
After doing your research and taking into account your body type and how you recover doing specific workouts, map out a scheduled plan that you can follow weekly. In your plan, schedule around body parts, rest, and activity levels. Training all out 7 days a week is not substantial to your progress. Neither is beating yourself down 5 days a week at the gym. Rest and recovery is the most important when it comes to your progress. Giving your body time to heal and build will ultimately be the key.
In mapping out a plan be sure to give yourself plenty of rest days so you can optimize the days you will have a higher output for workouts.
Step 3: Trial and error.
Okay, you set your goals, did your research on what exercise program you feel you want to commit to, mapped a plan, and have been working out for a few months, what's next?
Assess your results!
How are you recovering after each workout? Do you feel tired? Fatigued? Lethargic? Can't seem to recover fast enough before your next class or workout? Or do you feel energized? Full of vitality? Strength gains improving? How does your body look? How do you ultimately feel?
Over the past 15 years I have tried every type of training one can imagine... CrossFit, low volume heavy lifting, high volume training, functional strength, yoga, pilates, and many more, and have discovered that what works best for me is not what works best for my friends and colleagues. I understand my body, how I recover, and what is required through my workouts in order to achieve the results I am seeking in correlation to my specific goals.
My point, it will take time and consistency while exposing yourself to different types of training in order to figure out what one works best for you.
And remember, the best kind of training, is simply the one you commit to.