By foot
Common and cheap method, but could be very tiring, especially if the journey ends up being longer then planned.
One such group, trying to walk through the Sinai Peninsula, ended up reaching their destination after 40 years (!!).I also heard that their tour guide was like a magician. He parted seas, he had a cloud and a pillar of fire leading them, and he made water come out of a rock!
I guess I have something to aspire to ☺

By donkey
Also a common way for transportation. I heard that for one group using a donkey to get from Beer-Sheba to Jerusalem it took three days (Genesis 22:2-4.  - check!).

By  horse
Another common method. I heard that for one group using horses it took two days to get from Jerusalem to Caesarea (Acts 23:31-33 – check!!).

By camel
Another common method, especially in dry terrain. Passenger capacity restricted to two due to limited humps. Particularly ideal if you want to get from Gaza to Yemen. You simply join one of the Nabatean camel caravans returning empty to Yemen for another load of spices. According to Pliny "the elder" every 34 km there is a cistern that only the Nabateans know where they are located, so always be nice to them.

By chariot
Seems fast, but can be dangerous, and so not so recommended. Herod almost lost his mother while she was riding a chariot.

By  "car"
There is another funny looking method of transportation, with four wheels, like on a chariot, but no animal or slaves pulling it.
I understand it works on a certain energy source, which is like olive oil, only it is black, and smells really bad.
Since many favor this method, I have recently traded my camel, added a few gold ingots, as well as my first born son and got a 6 seat, petrol-operated, "car". On the back of it it reads "Hyundai Santa Fe".
Such a transportation method will cost  $200-$250 per day.

By "Mini bus"
There are also 8-19 seat "cars", which can take up to 19 passengers. They cost about $350 per day and are much faster than 10 camels.

By Midi-Bus
Big "car" that can take up to 35 passengers. Passengers enjoy the side by side seating as opposed to front to back seating of the camel method. Approximately $400-$450 per day.

By bus
Big "car" that can carry up to 55 passengers. Also offers side by side seats. About $400-$700 per day.

"Helicopter"
Just heard about it. I think it is operated by angels, because it can also levitate (!). I will try to find out more about this method.