If you use 'there' (which you can when you're talking generally) you need to use the construction 'there is more fun in <verb>ing...'. For example 'There is more fun in travellling than in reaching your destination.'
PS * Another alternative, interestingly is A with an added 'it'. So A => 'I think that it is...', or D => 'I think that it...' Not that interesting, really. Still...
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