Flight. Because walking is slow, I think it's only practical when you happen to be nearby, i.e in a city and headed for the daycareon the route outside it. And even then while I remain on the ground, it may not necessarily be a walk, but accelerating on my ride mon or bicycle as I hatch some eggs.
For any significant distance I would definitely take to the skies, so I can get there quickly, rather than have to find my way back around the map and it's dungeons and roadblocks. Using a pokemon taxi service, soaring legendary or pikachu/eevee balloon also just feels more amusing as a transportation method than my two feet.