On the first server I played on... a long long time ago, called Lands of Acheron, they had a coach that would take you to the desert. It was a delayed transport where you would be in an interior, and would be 'stuck' inside for about 15 minutes before arriving at the destination. You'd also get attacked by bandits and the like on the way. It had a persistant earthquake effect to 'feel' like you were rolling down the road.
Now, this sort of thing is neat - I just worry that it's running scripts that would drain the mod.
An instand coach transition is not going to happen though. Same point I made in the other travel-based suggestion recently. We don't want to make the world smaller.