Using special nuts to allow special chocobos to be born allowing you to get to secret places. Yellow can go only on land. Green can go over mountains and land. Blue can go over water and land. Black can do all.
Gold can do all and find a rare island.
Each rank of chocobo can go faster than the last. Greens are used to increase stats of the chocobo. Other transportation is accessible in the game. Breeding to get a gold chocobo is a long process of getting nuts and, capturing specific chocobos is well worth it. A buggy, airship, a crashed airplane used for a ship, and a submarine.