It depends on what you're looking to do. Jogging in place can be a great cardiovascular exercise (gets your heart pumping), but won't necessarily prepare you for running competition. Whether you choose treadmill or running in place, make sure you are wearing proper footwear and consult a doctor prior to exercise.
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Any type of exercise is always a good thing, but in terms of a better workout, I think that treadmill running is better than jogging in place, and running outside is better than treadmill running. Jogging in place is really just bouncing, whereas running has you pushing yourself forward over varied terrain, and you use more muscles and burn more calories in doing that vs. jogging in place.