First of all, there are two main categories of working out:

Resistance Training & Cardiovascular Training.

This can, in turn, be divided into a whole bunch of sub-categories, each with their specific method and goal.
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​For example, hypertrophy training, (which is a part of Resistance training), Crossfit, Powerlifting, etc...

Each has its own goals and gimmicks.

Spend time window shopping and taste samples. Find out which type of workout fits you the most.

You don't have to choose just one. In fact, diversity is key, just like most things in life.
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​Unless you have one specific goal.
​Then by all means...
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