Devotional service to Krishna is the chief function of the living entity. There are different methods for the liberation of the conditioned soul Karma, jnana, yoga and Bhakti but all are dependent on bhakti. — Sri Caitanya Caritamrita, Madhya lila, 22.17.
It is true that by practicing restraint of the senses by the yoga system one can get relief from the disturbances of desire and lust, but this is not sufficient to give satisfaction to the soul, for this satisfaction is derived from devotional service to the Supreme Personality of Godhead. — Srimad Bhagavatam, 01.16.35.
Whatever devotional service we may have, we do it for seeking the shelter of the Lord, not for our mental or physical enjoyment.
Although karma, jnana and yoga are discussed in Bhagavad-gita, the only purpose is to inform us of Krishna’s greatness and engage us in His devotional service.
Lecture on "Understanding Krishna through Bhagavad Gita" – Salem – 8th Nov'06
Loving devotional service to the Lord begins with hearing about the Lord.
Srimad Bhagavatam 1.7.7,