(1) Early on, when you're still low enough level that gil is coming in slowly, Teleporting around a lot can be expensive, and it's better to travel overland (or take the ferry when going between La Noscea and the mainland). But this is also the time you'll want to be familiarizing yourself with the territory, so that works out well enough. As you go up in levels, gil starts coming in a lot faster, whereas the teleport costs remain fixed, so they start looking more and more affordable, and most players start teleporting around pretty routinely.

(Personally, by the time I could easily afford to teleport around all the time, I'd gotten in the habit of traveling overland and found I liked the chance that gave me to see the game world, so I continued doing it that way most of the time. I only teleport occasionally, and only if I'm in a hurry. But I'm pretty sure I'm in the minority on that.)


(6) Besides the Expanded Hold Controls (simultaneous L2 and R2) that's already been mentioned, you can also set certain bars to be used when your weapon is drawn and others when it's sheathed. That allows out of combat actions (like teleporting or summoning your mount, and so on) to be separated out from combat actions. Using those settings together, I have mine set up to give me 32 combat actions and another 16 out of combat actions for each job before needing to R1 toggle. For most jobs, that's all I need. (The only hard ones in this regard are Summoner and Scholar, because of the additional pet actions.)