Java Multithreading - Best practice

I'm having trouble at understanding out teachers' method of multithreading. Well, before showing both our examples I must say he's teaching a bunch of newbies (including me I guess ^.^) so he might have picked a method of multithreading that's easy to understand. Also, I'm not visiting his classes, but I've got his script which says the following:

He's doing multithreading like this:

class MyThread implements Runnable {

Thread t;

MyThread() {

    t = new Thread(this, "Demo");
    t.start();
}

public void run() {

    try {

        for (int i = 5; i > 0; i--) {

            System.out.println("Child-Thread:" + i);
            Thread.sleep(1000);
        }
    } catch (InterruptedException e) {
        System.out.println("Child interrupted");
    }
    System.out.println("Child finished");
}

}

I find it cleaner doing like this:

public class Aufg1 {

/**
 * @param args
 */
public static void main(String[] args) {
    // TODO Auto-generated method stub

    MyThread t1 = new MyThread(1);

    ScheduledExecutorService executor = Executors.newScheduledThreadPool(5);
    executor.schedule(t1, 1, TimeUnit.SECONDS);
}

static class MyThread implements Runnable {

    int number;

    public MyThread(int number) {
        this.number = number;
    }

    @Override
    public void run() {
        // TODO Auto-generated method stub
        for (int i = 5; i > 0; i--) {
            System.out.println("Thread " + number + ": " + i);
        }
    }


}
}

Don't bother why I used a Thread-Pool of size 5. I needed it for another exercise. Also, I could've used a ThreadPool for a single execution is this example.

Is there a big difference? Is there an even cleaner way? I know there're some other methods to multithread as well, though I only showed one in here.

Thanks!