For most persons, spiritual sadhana (practice) consists in the external observance of the rituals and the ceremonies prescribed by their own religion. Such observance has, at the initial stages, its own value as a factor which contributes towards self-purification and mental discipline. But ultimately the aspirant has to transcend the phase of external conformity, and get initiated into the deeper aspects of spiritual sadhana. When this happens, the external aspect of religion falls into the background, and the aspirant gets interested in the essentials revealed in all the great religions. True sadhana consists in a life which is based upon spiritual understanding; and it comes to a person who is really keen about spiritual realities
Sadhana must never be regarded as consisting in the application of rigid laws. In life there cannot be, and need not be, strict and unrelieved uniformity. In the spiritual field there is ample room for the diversity of sadhanas. The sadhana which is useful for a particular aspirant is bound to be relative to his sanskaras (impressions) and temperament, and so, although the spiritual goal for all is the same, the sadhana of the aspirant may be peculiar to himself. However, since the goal is the same for all, the differences with regard to sadhana are not of vital importance; and the deeper aspects of sadhana have importance for all the aspirants, in spite of their differences.
In its deeper aspects, spiritual sadhana consists in treading the Path of Knowledge (Dnyana Marga), the Path of Action (Karma Marga), and the Path of Love or Devotion (Bhakti Marga). (Discourses-vol-5-p-44)