Why would you walk if you can just use anima? Oh right because it eventually runs out (and quite quickly if you use it too often).
Chocobos have their place alongside teleporting and airships. I imagine chocobos will be a form of travel restricted in some way but gained via player work. Airships will travel to designated locations and likely be governed by gil. Teleporting is for quickly getting to a specific camp but it runs out quick if you use it too often. We'll likely see anima become a little more scarce when the other modes are introduced, just to balance it out a bit.
It's not out of the question to say that there may be areas only accessible via chocobo and airship respectively, as well as areas that can only be accessed on foot.
