Mulch provides an earthy, casual look and feel. Organic mulches eventually decompose and work into the soil, so you'll need to add more periodically. It's also expensive and among the most challenging to lay. You can set stones loose in sand or in concrete with mortar joints, as shown. A mortared path should be done by a pro, because it will crack unless properly installed.
Native stone is most likely to blend well with the surroundings.
The even green color contrasts with adjacent flowering plants. A grass path is inexpensive and easy to install using seed or sod. But regular weeding, watering, feeding and mowing are required. And even with the best of care, grass struggles to grow in deep shade and high-traffic areas with compacted soil as well as beneath trees that compete for water and nutrients. A grass path can be formed to most any size and shape.