Kṛṣṇa is variety. Ye yathā māṁ prapadyante means there are varieties of Kṛṣṇa's manifestation. Kṛṣṇa is there. Kṛṣṇa personally is there. At the same time, Kṛṣṇa, energy, they are varieties. Parāsya śaktir vividhaiva śrūyate (Cc. Madhya 13.65, purport). Kṛṣṇa is one, but His energies are multi-different energies. So you can take shelter of different energies or Kṛṣṇa directly. The best thing is to take shelter of Kṛṣṇa directly. That is intelligence. Therefore Kṛṣṇa says, sarva-dharmān parityajya mām ekaṁ śaraṇaṁ vraja (BG 18.66).
But we prefer to take shelter of Kṛṣṇa's energy. That is also external energy, this material nature. So Kṛṣṇa has given us chance. You can work hard in this material energy, but that will not help you. Therefore, those who are devotees, they also take shelter of Kṛṣṇa's energy. That is internal energy, not external energy. Internal. Mahātmānas tu māṁ pārtha daivīṁ prakṛtim āśritāḥ (BG 9.13). Daivīṁ prakṛtim means internal energy.