While it feels satisfying to have sore, aching limbs, and a sign of a good workout. This is entirely unnecessary and one can eliminate the soreness by doing slow reps, or avoiding eccentric (muscle lengthening) movements that can cause muscle tears. Progress is possible without sore limbs.

One can get stronger by increasing the size of the individual muscle fibers, and by recruiting more of the muscle fiber to work together when needed. 

A bulky body is also considered a negative in certain sports. Getting bulky is a specific, targeted training which includes high-volume exercises, calorie intake, and protein supplements, and cannot be attained by simply lifting heavier weights.

Scales are actually useful in providing you with information about your general progress and direction.

This oft-repeated myth is often used as an excuse. Knees actually get better with properly done squats. 

Running is also considered a great way to keep the knee stabilizer muscles in good shape and lower the risk of arthritis.

While it seems logical to target certain areas of the body, it is best to exercise in a holistic manner, not messing up with any particular areas of the body. You can’t really choose where you will lose fat from.

While modern fitness classes detest rest, less of it between reps will, in fact, do the opposite: negate your hard work.

Machines, though limiting your natural movement, are providing extra stimulus to an isolated, specific set of muscles. 

Machines aren't counterproductive or dangerous, and simply need to be combined with free-body exercises.

While it does provide a designed body movement, there are many alternatives. Cross-trainers are popular as they are intuitive and do help burn some calories, but they aren’t the best.

Speed is sometimes the enemy in a workout and longer workouts have effects which short sprints or micro-workouts cannot compete with. Doing ‘flash’ workouts may be necessary sometimes due to time limitations, but that’s all the benefit there is.

Not all of us are created equal and have different energy levels, body type, and general physiology. An ideal physical activity should be something that doesn’t injure us, does not make us weary or sad or make us want to stop doing it.

So there isn’t any best way to train ourselves, just that we can do any physical activity that suits us.