You can also get treadmills to use in your home, which means that you can do things like watch TV while you use it, instead of having to brave the elements outside. It is an easy way to get a workout, as walking and running are things that we all know instinctively how to do, and are very unlikely to do incorrectly as can be the case with some more complicated exercises.
However, treadmills can also have downsides. They can take up a lot of space in your house or flat if you don't have a dedicated exercise room, and they are often very bulky to carry from one place to another, often making it impractical to have the treadmill where you'd most like it to be. Cheap treadmills can also have very loud motors, making running on them for long periods of time unpleasant, and it can also often be boring to run on a treadmill for too long, as your surroundings don't change.
Finally, it is worth noting that running on a treadmill isn't really much good for training to run outside, for example in a marathon or some other sport. The treadmill cannot accurately simulate the resistance caused against your body by air rushing past you, as you are not actually moving. Training on a treadmill may also caused you to move your arms unrealistically, a habit that can be hard to break when running for real, and the soft surface of a treadmill is not a good simulation of a real track or field. Treadmills can make good exercise machines, but as training for running they leave much to be desired.