Which approach is better for publishing in good journals? I am a second year PhD student. At the end of my first year, we (with my supervisor) have prepared a paper which he advised to submit to a leading journal. I was a little bit skeptical about the matter because I've prepared the paper for a conference and not as an article for a journal, and especially when the idea was not mature enough to be accepted in a journal.

Personally, I was planning to submit the paper to a conference, and then improve the old results and add new results and then submit to another conference, and when we develop a solid contribution, we combine all results and then try a leading journal. I knew at the same, that then downsides of my approach are: 


Takes time (conferences take at least 2 to 3 months to notify, and I was planing to try 2 or 3 conferences to improve the results). 
Expensive (registration fees, travel cost, etc.). 
And probably I might not get the feedback that will improve our paper (it happened to me in my first/previous conference).


My supervisor's approach is different, he said that top leading journals
 give really good feedback and sometimes they give the exact problem in your contribution and recommend solutions. The idea for him is submit not mainly for acceptance, but to get feedback that we could to improve and then choose a suitable journal. 

As you can see, we both want the same thing but each had a different method. Of course, I've followed his approach, and the results were this: I've dealt with 7 desk rejections with no detailed remarks. 5 of these were rejected because it's out of scope, and 2 said that the results needs to be improved. Keep in mind, that "top leading journals" take a lot of time to give the first answer, so I've wasted 8 months just looking for journals and preparing templates. 

Lucky, I listened a little bit to my guts and started working on some new improvements and suggested to my supervisor to add these improvements and try one last time. He accepted and after more than 1 month of working, we finally submitted the new version to another journal and now I just received an email that says the paper is currently under review :). 

But I am curios about whether his approach is right or mine, what are the mistakes that I did during this whole process? Keep in mind I have no publications (*), I really love research and always try my best, but those 7 months were stressful, especially when I know 2nd years with 2 or more publications already.

(*) I did 1 conference because I did some work in my Master and my supervisor (same person) said it's good we should try a conference. But My thesis discusses (a) slightly different problem (s), so I have no publications.
The conference approach has multiple advantages. The conference establishes deadlines to force you to stop researching and advance towards a manuscript. The length requirement forces you to be very brutal about condensing the crux of your research. The creation of your presentation/poster requires this 100x more, especially given that how will agonize over how to present your work when you are standing there to be embarrassed by any weaknesses in it. The actual presentation experience produces a great deal of discussion and feedback helping you understand how other researchers see your research. And finally while at the conference you get rapidly exposed to a broad range of related research, which is of immense value to both students and researchers in the field. Note that all of these can be achieved without the work being competitively peer-reviewed. Those reviews are just a bonus (assuming you get accepted in that case). 

A drawback of starting with a conference (when your ultimate goal is a journal publication) is that the journal may not accept the results as original anymore. So your journal article would need to add a significant amount of new results and/or analysis. 

As for the desk rejections, it sounds like you may not be taking them seriously enough. Consider that, as a student, when you don't understand the value in a paper or text you read, you presume the fault is your own and re-read more carefully. An editor or reviewer doesn't. They quickly skim to decide if there is any value, often starting from the assumption that there probably is not, since they don't actually want to read it anyway. If editors think your paper does not contain results, then you are failing to make the results immediately obvious. If they think your paper does not fit the scope of their journal, then you are failing to make its value within their scope immediately obvious. And the best advice for how to accomplish these things is to read the journal you want to publish in. Read it a lot. Then you will be able to explain clearly how your manuscript fits in with those other papers they publish most often.

And personally I'm not so sure the "top" journals have better reviewers. Even if they do in your field, it appears you would have a lot to gain from any reviews you can get.