Vehicles
In Final Fantasy VII, you can obtain vehicles that will help you get around places. Below is a list of them and what they can do.

Highwind
You get Highwind after you have gotten out of Junon (not the first time, but the time where Tifa and Barret are held captive). With Highwind you can go all over the world at high speeds. BUT, you can only land on grassy areas (not mountains or forests). This handicapp makes it impossible to get Knights of the Round without a Golden Chocobo, because the Round Island is all forests.

Tiny Bronco
After barely escaping from Rocket Town, you will be able to pilot the Tiny Bronco. This is a good vehicle, but the damaged plane can only float in shallow water, and can only land on beaches. After you have escaped, you land near the western most island...near Wutai.

Submarine
If you preformed the raid on Junon Correctly, you will get the gray sub, if you fail, go back to the Underwater Reactor and talk to the barking dog, he will lead you to the red sub. And then you can use that one. It can go above or below water, above water it can move on deep water, and underwater it can go anywhere (in between the two main continents). It will help you get The Key to the Ancients, Huge Materia, and an encounter with Emerald Weapon.