Airplane
Air travel is the most expensive option but ir you’re in Europe or Asia there’s some great Budget Airlines which can be cheaper than all other options.
Bus
Buses are usually the cheapest and most frequently used transportation option.
They are highly variable in comfort, quality, and size.
Train
You can easily get some decent rest in overnight sleepers and save money at the same time. Is the best form of transportation.
Rental car
Renting a car is sometimes the best and only way to see a country.
Ferry / Speedboat
This is a cheaper alternative to air travel but takes much more time usually.
Overnight ferries are particularly worthwhile since they tend to be more comfortable than trains and have a lot more space to move around.