Yeah it's the way you're supposed to go. I think there is a way to skip most of it but it involves running through an area with high level enemies and avoiding triggering something there. I'd stick with Blighttown. Last time I played I was using a great swords STR build so you can make any weapon work really.
You can do Darkroot Garden / Basin path too but to get to the second boss there you either need a 20k item to open the gate or take a very long path with a ranged only mini boss and a lot of hard hitting enemies on the way. Would not recommend that, but there is another boss in there who is worth killing early.
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