Totally agree with what Pam said, but would add that it can depend on the pup as to whether yo go out or they do!!!
We have a long living room and tried to get our pup Banya out; but it would turn into a game of chase and she began to manipulate us because of this! She got lots of fun out of it! That's why we tried the second option, and it did work for us. It can help too if you use a house line, a chain one is a good idea or else thedog may end upchewing it!!

I think if we had had a smaller living room the "taking the pup out" would have worked just as well; it's a kind of horses for courses situation I guess!
Lindsay