Well.....I sky-hop, until I assemble my full team of 6, or need a different HM Slave (i.e. my Cut / Rock Smash one, as him/her will get me tons of items too).
Most of the time, I use the Magnet Train, as it's available every day. I walk everywhere so the team gets happy too.
However, when the SS Aqua is available, I travel on that. Sadly, unlike what Serebii says, you can't rematch the trainers, you do get an Elemental Plate (Flame, Icicle, Draco etc. needed to change Arceus' formes) off the captain every voyage, which is immensely cool. I also like the music.
Both of these modes of transport also have a little 3-d cutscene which I like.
"Sky-Hopping"....nice phrase. :D