Airships
Airship traveling is really popular on the Eastern and Western continents. In fact, over 90% of all travel to the Golden Saucer, both from inside and outside of the Western Continent (where the Golden Saucer is located), are by airship. Interestingly, over 25% of travelers from the Northern Continent travel by Chocobo.
I'm one of the rare few people from the Western Continent who lives outside of a 500 Km radius and travels there by Chocobo, but I'm also one of the rare few to own a stable of Golden Chocobos, which not only have more speed and stamina than their less gifted counterparts, but are also better at handling themselves in battle.
On top of that, they can traverse oceans and mountains with relative ease and they make you a lot of money at the Chocobo races held in the Golden Saucer.
Of course, you could just ship them along with you on an airship to use at the races, but that comes with some hefty fees and it's really not that much quicker. Besides, I enjoy the scenery whilst traveling aboard my Chocobos and it gives me plenty of opportunities to level up my materia in some battles and to stock up on my supplies.