By default, a Sim will use either their car or a taxi to get where they need to go. This is a pretty quick way of scooting around town, but it offers no extra benefits. It simply allows a Sim to arrive at their destination.
Choosing to jog to a location allows a Sim to arrive at their location and also improve their health. Jogging does take more time than driving, but the time penalty is not that extreme. This is particularly true on short trips, as it often takes a Sim more time to walk to their car than jog a few blocks down the road. Jogging is extremely effective with Sims who love the outdoors, as they will gain their positive moodlet from being outside.
Using the Don't Break a Sweat option also allows a Sim to jog to their destination without worrying about taking a big hit on hygiene, allowing a Sim to jog to work and back without smelling like a pig when they arrive. Alternatively, the Quick Burst option will allow a Sim to gain more benefit from jogging the same distance.