I often have to travel to missions on the other side of the city, and driving back and forth is getting tedious, even with my full-throttle, one-way-ignoring, traffic-light-ignoring driving style. I tried taking the subway but it's not really helping - just getting through the station takes a while, there are animations every time the subway enters or leaves a station, and worse of all, the subway actually travels in its intended route and can't take me anywhere else but the actual next stop. This may be realistic, but not really useful.
What other methods of fast-traveling are there, how can I use them and which is (generally) the best for traveling large distances? Does it depend on which island I'm on?