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From the moment you step off the boat,
Liberty City can be a daunting place. It's huge, and you start out with just your two feet for mobility. How are you going to get from point A to point B? Well thankfully everyone seems to own a car, so "borrowing" it is a great option. There are also motorcycles if you want to really speed through town. You have to keep your eyes out for the police however, or your wanted level will instantly go up a level.
What if you don't want the hassle of police intervention though? Taxis in this version of GTA are new and improved. They're everywhere, and you can literally tell a taxi to take you anywhere in town. All you have to do is create a waypoint on your map, and the taxi can take you there. Don't want to sit back and enjoy the ride? You can skip the trip for a small fee and arrive in seconds. If you see a taxi with a passenger, you can even kick them out in plain sight of the police. Evidently they don't care as long as taxi has a passenger. If you have a wanted level however, forget it. Taxi drivers don't want anything to do with your kind of trouble.

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Maybe travel by sea is your favorite method. Relax, there are boats all over that you can jump into for a ride on the waterways. Much like stealing a car, if you're seen, your wanted level will go up. But you're a professional, right? Boats also give you a quick way to get from one island to the next. Just be careful if an island hasn't opened up yet, or your wanted level will jump right to the top.
The train system in Liberty City is well developed and works very similarly to taxis. You're not able to jack a train of course, but you have the choice to either sit back and enjoy the ride or skip the trip for expediency. The scene

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ry is pretty nice, but it's up to you.
As far as air travel, you can't fly airplanes unfortunately. There are a couple helicopters available for your use though. They're not easy to find, but they can make for some fun times in the Liberty City skies. The Maverick copter is down at Helitours in southeast Algonquin. If you're really looking for a challenge, the police have a heavily armed copter called an Annihilator.
You can also catch a cable car to Colony Island or ride a window washing unit to the top of a building.