Different strokes for different folks .
The Vedas is clear..

But they may not always lead to the same destination.

The path of Karma yoga,  jnana yoga , niskarma yoga , astanga yoga, and ultimately Bhakti yoga , which incorporates all of  them .
They are progressive paths that can lead to an ultimate path of pure devotion and love of God
Or one can by the special benediction of Sri Caitanya Mahāprabhu immediately take to the topmost path even without prior qualifications.
AC Bhaktivedanta Swami says this of the path of jnana yoga…

Indian reporter: We all have at certain moments of devotion some sort of feelings when we feel we are very much near the God. But that concrete reality, to attain that, the only way is jñāna, upāsanā?
Prabhupāda: Yes, this is jñāna. But the jñāna must be received through the right source. Jñāna is not speculation. The modern rascals, they create jñāna by speculation. That is not jñāna. That is ajñāna. The same example = If you don’t receive jñāna from your mother, there is no jñāna of father. If you millions of years go on speculating who is your father, he’ll never be revealed. That is not jñāna. That is ajñāna. So these rascals, they are creating jñāna. That is not jñāna. Jñāna means you should receive jñāna through the right source.
Anyway, they are also mahātmās because they are trying for transcendental realisation. So, their method is jñāna-yajñena. Jñāna-yajñena means they are trying to understand the Supreme Absolute Truth by philosophical speculation, jñāna-yoga.
Just in the fourth chapter we have learned it that there are four kinds of persons who begin devotional service. Catur-vidhā bhajante māṁ, sukṛtino ‘rjuna [Bg 7.16].
[O best among the Bhāratas [Arjuna], four kinds of pious men render devotional service unto Me—the distressed, the desirer of wealth, the inquisitive, and he who is searching for knowledge of the Absolute.]
There are four kinds of persons who have got some background of pious life. They only—not others. Those who are miscreants they cannot approach God.
http://www.thevedicspectator.com