But if the question had been asked 50-60 years ago, the chances are the answer would have been "train".
Today, we tend to think of trains only for commuting where their forte is to be able to whiz past traffic jams on the roads. And as for ships, well we only use them to get to an island or over water too wide to put a bridge across. In short, we only resort to other forms of transport nowadays when roads let us down due to being too congested (commuting by train) or non-existent (islands and wide estuaries/lochs).
But less than 100 years ago travel by road was a last resort only to be undertaken when nothing better such as a railway was on offer. And water was a conduit of travel rather than an obstacle: so much so that, for a while, we tried to bring water inland in the form of canals.
With these thoughts in mind, a brief history of transport is as follows: It was a grim choice between travel by road or sailing ship until the advent of the canal in the late 18th century - these were mainly designed for the carriage of bulk goods (such as coal) but also aided passenger transport although their reach was limited.
The next big thing was the development of the steam ship in the 1810s - this altered the balance in favour of travel by ship instead of road where canals did not reach. The steamship was trumped by the development of steam railways from the 1820s. For 100+ years, the railway reigned supreme as the mode of transport par excellence for both freight and personal travel and the pecking order of modes of transport in this era as follows (1) railway; (2) steamship; (3) canal; (4) road.
The next big change was the development of the internal combustion engine which became a significant player after the First World War. Its rise to dominance was gradual but triumphed in the early 1960s when the rail network was slashed ("the Beeching Axe"), the canals were finally closed (bar a residual leisure role) and coastal shipping was reorientated to feed into a road as opposed to a rail network.