I agree on Greyhound being one of the worst ways to travel. I had to travel on it several times and the drivers were rude and yelled at people and the buses were late (by several hours, resulting in long waits at the terminal and no explanation or even an apology). They are worse than any airline could be. Greyhound is what motivated me to get my drivers license.
Flying - Aside from the TSA checkpoint, I have no problems with flying and enjoy the bustle of big airports, watching planes take off and land, looking out the window, etc. I have had a few extended delays (one at LAX, another at ATL, both on the same day), but have never had to spend the night at a terminal
Boats - I used to be afraid of small boats, but thought that the bigger RO-RO ferries we travelled on sometimes were the greatest thing ever.
Trains - My biggest memory of visiting Paris in 1999 was taking the train from London to get there. America needs more of these things
Car - Road trips provide a way to see the country and if you're travelling with friends/family it provides a lot of "together" time. Driving can be taxing though. I once did a road trip with someone and we drove all the way from Florida to Pennsylvania and back last year. I had had my license for less than a year at the time and I was exhausted when I got back home.
For me, when going away, getting there can be half the fun, as long as I don't go Greyhound.
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"Tongue tied and twisted, just an earth-bound misfit, I" - Pink Floyd
(and then the tower cleared me for take off)