First choice is probably teleporting through Midna. Because even though there's only select choices, it's pretty fast compared to riding Epona. But Epona's option two, because you do get there way faster than you would on foot.
mine is something no one has said yet and that's the boat in wind waker, i know a lot of people didn't like it but i did it really made the world feel so much bigger and it made the game feel more of an adventure when discovering new islands and other things
There are a few options that I would have chosen had the areas they are used to traverse been more interesting. The loftwing was executed quite well in my opinion. Yet it was only ever used for getting to point A to point B, which was all of 5 places (disregarding the small islands, which were pretty dull). The only times I felt epic riding it were the first minute of the Levias bossfight and the first time flying. It had the potential for much, much more. Really, the loftwing was not used enough, and for all the trailers, it became little more than a story device. Like the loftwing, the Wind Waker's boat had potential. I haven't played this game since its first year, so bear with me. But I think the lack of large land masses coupled with a greatly uncreative layout of the over world rendered the enormity of travel time fairly ineffective. But that's just my opinion. I would choose the Ocarina of Time, with its use of songs to teleport Link to various places (the fact that it's like a secret code amuses me), but it's not really a mode of transport, is it? So I'll settle for a tie between Epona(OoT) and travelling on foot.
My favorite was probaby the train just for the reason that you could fight, solve puzzels on the track, and keep going along all at the same time. It was easy to control and had only a few places to go. However, this doesn't allow for much creativity so I enjoyed Epona second for just that reason. Loftwings are my least favorite by far.
Bunny ears on foot. Definitely. You looked adorable and awesome. I like everything else though. I prefer Wind Wakers boat over Phantom Hourglass' boat. The train was nice, but I wouldn't do it again. I like Epona and the loftwing above trains and boats.