Quote Originally Posted by Behold the Void
Eventually, and generally not terribly far into the game, you acquire the ability to teleport via magic. This is generally not too costly and it allows the travel of great distances for a mere pittance of cheaply replenishable resources.

While this doesn't allow for one to visit new places, realistically it'd be the best method to travel.
That's really more of a DQ thing. Most teleportation magic in FFs seem to be for exiting dungeons, and then only in older titles. (Unfortunately...)

As for me, I guess Airship. Who doesn't want to fly in an Airship, I mean, really. For a classic airship, a zeppelin ship like FFVI, a spaceship like Ragnarok, any kind of Airship.

And you'll know how to use it right when you obtain it, a plus.