For those who don't know already, you can also get to Vesper Bay by ferry:
1. Go to Limsa Lominsa.
2. Aethernet to the Arcanist's Guild.
3. Walk west and take the ferry (200 gil).

Of course, if you have to teleport to Limsa and then take the ferry, then this could end up costing more gil than going to Horizon. Alternatively, like the poster above me does, you could teleport to Horizon and then take the chocobo porter.