Walking is best if the weather and distance are right.
Otherwise, I like being driven around, be it a taxi or by someone I know. I don't have a driver's licence so I can't do it on my own.
Trains and planes are great. I just don't like being in them for very long times because I like to have the freedom to move around more than they allow.
Buses are alright in Edinburgh but most other places I've been they are not so great.
The tram in Edinburgh fits somewhere between train and bus. Probably closer to the trains.