For long distance travel, the usual modes are horse and carraige, train, airship/zepplin. Airships and Zepplins are the quickest modes, however they are generally seen as the most dangerous of the long distance options. Sky pirates, storms, mechanical malfunctions have downed many a flying machine. Train travel usually winds up taking longer than it needs to, with railroads not necessarily going straight to a travellers destination.
Steamship and traditional ship are the main source of ocean travel. Flying machines are generally unable to load enough supplies and fuel to make it the whole trip.