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