How to handle it

In problems as with anything in like, people see 2 ways to handle things: 1). do it NOW, 2). Take steps and than build up to it. An example would be how to overcome a Phobia. I am afraid of highs. They expect me to just get on the tallest ride, but I said no. So I am slowly trying to build up to it, by riding smaller rides. Another example is smoking. Just stop cold Turkey, or just build up to it.
Which way is better? Or does it depend on the situation?