I prefer going somewhere on foot, if the distance permits. In my definition this also includes mass transportation. The most important difference is the speed at which the environment changes around me when moving.
When traveling by car, moped or bicycle, the relative speed is faster, and there is little connection between me and the world. In contrast, I can always stop and inspect anything that comes into view, without overhead.
I like to have a camera with me whenever I am outdoors. Combined with traveling on foot, I find myself enjoying an extended view around me, just like seeing through a microscope. This might have been the norm for centuries, but is becoming rarer since the industrial revolution, and more so after personal vehicles become the norm.