When I travel, I prefer to go by plane or to hitchhike. (Alternatively: When I travel, I prefer flying or hitchhiking).
Planes are super fast and comfortable, and flights in Europe are cheap.
This kind of transport is usually cheaper than trains which are comfortable too (or which are also comfortable), but not as fast.
When travelling, another superb option is hitchhiking. You can always meet very helpful and interesting people. However, many people don't agree with me, because they think that it is dangerous. You can have a good journey for free and this is fantastic.
If you like comfortable transport, then hitchhiking may not be (suitable) for you because sometimes you have to wait many hours and your driver may not be kind. The last time I hitchhiked was when I was going to a bachelor party. It was amazing!
However, you should remember that it is always random (You can add more to this sentence for clarity by explaining what is random).
Hitchhiking can be faster than travelling by train or bus, and it is always cheaper.
With this type of travel, you never know what will be, and where are you go to sleep at night so you must be prepared for anything.
One time I hitchhiked from Stambul to my city in Poland, and traveled all the way with one driver.