That's subjective; I like running outside. It lets me clear my mind like no other form of exercise. (I hate running int he gym, though)
> it destroys your knees
Only if you do it wrong. Unfortunately, 99.9% of the people do it wrong. I had started to develop some knee pains (only while running) after a healed knee injury. And then I discovered the Vibram Five Fingers, and after two weeks the knee pains were gone for good.
They take a while to get used to, but they're worth it.