If you want to get strong, you need to lift heavy weights. You also need to make those weights heavier on a regular basis. Small incremental increases are fine - in fact, they become necessary to keep you progressing when things get hard.
Now the question is: What is the best tool to achieve this goal?
Bodyweight?
Bodyweight exercises can be beneficial for novices at the beginning of their strength journey. The most useful bodyweight exercises are chin ups and dips, because they can be incrementally loaded once the trainee can move their body weight relatively easily.
Most other bodyweight exercises are not easily loaded, or have a limited capacity for weight (i.e. how much weight can you load a push up with?). This makes bodyweight exercises suboptimal for strength training.
Machines?
The biggest drawback with exercise machines is that they don't challenge the trainee's stability and balance like free weights do. Of course there is some value in using leg press for someone who cannot squat, or lat pulldown for someone who cannot do chin ups, but given the option, free weights are a better choice.
Bands?
Similar to bodyweight exercises, you'll have a hard time finding a band strong enough to load your legs like a heavy squat can. Add in the awkward setup and issues with incremental loading... You see why these are not a great choice either.
Dumbbells?
There's no question that dumbbells are an effective tool for strength training. They can be loaded quite heavy, and you can load normal human movement patterns with them.
However, there are a couple major drawbacks with dumbbell training; they are difficult to load incrementally - most dumbbell sets go up in 5lb jumps, which make it hard to progress when things get really heavy. They are awkward to set up for some exercises, and they tend to have a limited capacity (try goblet squatting 200lbs - in fact, try finding a 200lb dumbbell!)
Barbells?
Loadable in increments as small as 0.5lbs, widely available, and with a massive potential for weight. Most are 20kg/45lbs, but can be purchased as light as 2.5kg/5lbs.
Barbells are the most effective tool for developing strength. Coincidentally, these are also the reason they're an excellent too for injury rehab too! There's a reason barbells have withstood the test of time.

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