The answer for me is whatever you're most likely to stick with. If there's a gym right near your house that's quick and easy to go to, that might be the answer. If the gym is a 30 minute drive, I'd guess that's less likely to keep you going as you start out. Whatever will get you up and moving regularly is the best place to start IMO. You can always change things up and do different things later.
Congrats on deciding to make changes!
