Oh, you've got some Chocobos in the forest below Kashuan. If that's not fast enough, you can ride on Cid's airship, for a fee that is. You can take a boat ride between two port towns. A canoe can make the trip to Fynn easier. Eventually, the aformentioned ship becomes yours to ride, it gets smashed and you get a new one. Finally, Cid gives his airship to you.
Spoiler:
Of course, he dies immediately after, how pleasant...
This is the ultimate in moving around, provided you find some space to land.

Now then, what four tomes are for sale in Altair at the beginning of the game?