There are many approaches. For example, constructive solid geometry, where you use boolean operations on simple 3D shapes to create a more complex object. Another one is the extrusion of 2D shapes, which adds volume to 2D shapes.
My main tool is OpenSCAD, as I am a programmer and I model for 3D printing, which support both CSG and extrusion, but not the mesh manipulation like Blender.
One paradigm is not better than the other. Blender is nice for modelling, for example, characters, but it's really painful for doing precise shapes. For modelling multi-part action figures for 3D printing you'll need both things, sometimes modelling something in a tool and finishing it in other