Your first two examples are not sentences. They are subordinate clauses. They have neither a subject nor a verb (note: "walking" is not a verb):
"If you don't feel like walking up to your room, you can take an elevator." (Subject = "you", verb = "take".
The subordinate clauses #1 and #2 are equally good. I'm not sure what idea you want to convey. If you want to express that you have the *ability* to climb up on your own, then I would say "on our own" rather than "ourselves". If you want to express that you would rather not have any help, then I would say "We WILL make our way up on our own."