It really depends on what is the most comfortable and convenient for you. Bodyweight exercises are great for strengthening your joints and retaining some flexibility. I incorporate them into my training regimen on the weekends and in my warmups.
For some people its hard to workout at home and stay motivated, so the gym or dojo is good alternative to stay motivated. I believe that home is where you go to unwind and relax, so all of my training is done outside the home in a place where I can focus on the workout without any distractions.
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