I have to admit that although I dislike the idea of fast travel, I use it quite a lot. Personally I'd like to have to trek across the game world or use other modes of travel, but I have very limited amount of time that I can play, so I use it fairly often during quests.
I also like to simply roam around the world as well, discovering new places, etc., but that is only when I actually have enough free time, most chances I get to play, I can only attack one or two quests before I have to work.
For immersion's sake, I think it would be nice if the game had more travel options as part of the world. I keep thinking about Morrowind when I think of immersive in-game travel options. Stuff like Mark and Recall Spells, Divine Intervention, Almsivi Intervention, the Propylon Indices, the Silt Striders, Mage Guild guides, and the boats.
I guess if I could have a wishlist for a possible DLC (sadly I have Skyrim for the console because my comp can't run it, therefore, no mods for me) I would wish for new modes of travel.
It'd be cool to see more than the in-game wagons, but stuff that still keeps with the "viking" feel of the game. Travel by mammoth?