The Uber Bird service, widely known as Chocobo Porters, are present in every city and most outposts. I recommend that you sign up at every one you see, so that you can return to them. These bird-rides are like Smart Cars, which we don’t have yet. They are at least as quick as running on your own mount, but you don’t have to steer, or worry about getting hit as you pass the bad guys.
Uber birds are most convenient as a way to return to the nearest major city. As a side benefit you can watch the scenery go by without worrying about hitting any obstacles or other players.