'Going your own way' is more like a philosophy. There's more to life than s-x/relationships, and adhering to societal expectations just because.
The good parts of MGTOW functioned as more of a 'self improvement' type of thing, (rather than being stuck in the RPrage phase and berating women all day, like some of the popular YT members do). It was mostly men sharing their experiences with their traumatic divorces; educating other men to not be too naive, encouraging men to be productive (focus on work, take up hobbies, etc), and advising men to find fulfillment within themselves first (instead of revolving their whole lives around women).
I like them a lot better than some MRAs, and definitely more than PUA scum, that's for sure.
MGTOW's are people who can't get laid without getting trapped by feminists, the reason behind why they always wail online and quite dating alltogether. They are better off at improving themselves.
RedPill's aim is to smash WITHOUT getting trapped. They take proud in nailing hot woman and dumping her ass later. They'll be like: