Depends on time and space. How much of each. By personal car for anything less than 300 miles, and one day. Although flying in a small plane would be cool, if you like to rubberneck, like me. Trains are better than planes for longer distances, but eat lots of time. Sailing is really coool, but even slower, and you really need to know how to pack well, and a boat can get you to most places on earth, except Tibet and Siberia.
Would you go to a McDonald's on a trip overseas?