OK, seriously. Maybe it's due to the classic feel of the game, but even before mounts I didn't find the walk so bad. Try farming . Occasionally I'd just walk to/from Nidaros rather then fly, so I could stop off there and update quests. I'd also run down there for lvl 16 foraging (that was before TA).
(Who remembers the Treefolk that hung out near the road as you got close to the Junction Inn. Catching unsuspecting lowbies trying to cut that final corner.)
That said, I can understand wanting to make the running around easier. If you decide to go for it, keep it as simple as possible. I imagine adding a flight point is easier then a tunnel, so I'd go with Spirit's suggestion. Tunnels sounds like a cool idea, but there are much bigger priorities right now.