It really depends on the approach you want to take for integration and what type of data you want to send.
Sitecore ultimately stores the data in its xDB database. xConnect is the API layer around xDB so you can invoke it directly if you want a more custom control on pushing data in.
Alternatively, the Data Exchange Framework (DEF) gives you a framework to work with for a variety of integrations. Some connectors are already built off this for things like CRMs and other types of systems.