This ultimately depends on your goal. I mean, if you are running marathons, then steady state cardio builds stamina. If you are trying to look jacked, then weights it is. If you are trying to lose weight, then HIIT. And so on.
Will Gadd had a great piece on functional strength:
http://willgadd.com/functional-movem...port-and-life/
Ultimately, your choice of athletic activity will depend on your lifestyle and ultimate goal. There's no one-size-fits-all when it comes to working out, in my experience.
If I want to be a better climber, I need to climb more. As simple as that. Other things (e.g. lifting, yoga) may help me tangentially, but they are no substitute for the real thing.