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There are multiple methods of getting around the Aether besides walking, more than one of them more useful and convenient than just walking.
Quicksoil bridges are long paths of quicksoil (with guard-rails on the side so the player does not fall off from the imbalance due to the increased speed) and allow quick and convenient travel across the Aether. The downside is that they require large amounts of resources to even build a moderately large bridge.
There are sub-types that allow a player to rise into the air and travel can be facilitated by getting Blue Aercloud Parachutes and also keeping a bunch of Cold Aercloud ones on hand. The only disadvantage if any is that some types of aerclouds are dangerous to attempt to gather in bulk. Parachutes are mainly better for exploring purely in altitude, such as if one wants to scale a steep mountain.
Skyroot Buckets full of water can be used to travel around in the Aether but are more useful generally for altitude based travel, such as getting close to the bottom of an island safely. However, provided time is taken to set one up, they can still be used for altitudinal travel in the up direction.
Besides Moas, both Flying Cows and Phygs can be ridden using Saddles, which are craftable using leather and string. Mob riding is a somewhat convenient method of getting around an island quickly but it isn't very fast if using a Flying Cow or Phyg. Both can jump rather high, however, making inter-island travel somewhat viable with aerclouds or quicksoil bridges.
Moas are more advantageous than the other two, since Moas can move much faster and their multiple jumps allows traversal of islands much easier.