By plane
Wales is a small country and flying is not a common mode of internal transport. There is in fact only one domestic route, Cardiff International Airport to Anglesey Airport. This is probably the quickest way by far to travel between North and South Wales.
This route is served by two services each way per day. The journey costs approximately £50 each way and takes about an hour. Although of course time taken getting to and from the airport needs to be factored into the travelling time for such a relatively short air journey. This option is most useful for those travelling between North West and South East Wales.
The service is provided by the airline Manx2 (http://www.manx2.com/)
By Bus And Coach
The First Cymru Shuttle coach service is usually quicker than the train for journies between Swansea and Cardiff, although at peak times, the train doesn't get stuck in traffic!
Traws Cambria services connect North, Mid and South Wales.
Arriva (http://www.arrivabus.co.uk/) operates a large amount of bus services in North Wales
First Cymru (http://www.firstgroup.com...) operates services in South West Wales
Trawscambria (http://www.trawscambria.info) long distance bus network connects North, Mid and South Wales.
Stagecoach (http://www.stagecoachbus....) operates services in South Wales
Cardiff Bus (http://www.cardiffbus.com/) operates services in Cardiff
Veolia Transport Cymru (http://www.veolia-transpo...) operates services in Cardiff and South Wales
By car
Driving between North and South Wales takes approximately 4 hours, although the journey takes in some spectacular scenery, especially for journeys on the more Western route through Snowdonia via Corris, Dolgellau, Blaenau Ffestiniog, the Crimea Pass and the Conwy Valley. The two main North South roads are the A470 Cardiff to Llandudno and the A483 Swansea to Chester.
Due to the topography, main roads can be busy and difficult to overtake slow moving traffic. Most roads have frequent laybys and it is considered polite to pull into lay bys to allow traffic to pass if you are causing a queue.
By train
Wikitravel has a guide to Rail travel in the United Kingdom, including within Wales.
Due to historical reasons there is no true "Welsh railway system". Basically there are three separate Welsh limbs which are part of the British system- although there have been moves in recent years to improve intra Wales railway services. The limbs are basically a North Wales line to Holyhead, a line to Aberystwyth in the Centre, and a main line in South Wales, forming an extension of the London Paddington to West of England main line.
Arriva Trains Wales provides most train services within Wales.
Two cross border train companies may also be of use for internal train journies within Wales. First Great Western provide the bulk of cross border services between England and South Wales. Their flagship High Speed Service generally go as far west as Swansea, and a there are even a limited number to destinations further West. Their "local" services go no further west than Cardiff. Arriva Trains Cross Country provide services as far west as Cardiff.
Regular train services connect the South Wales' three main cities, Cardiff, Swansea and Newport. Services between Cardiff and Swansea are usually half hourly, and even more frequent between Cardiff and Newport.
Cardiff is also the hub of the Valley Line network which serves a number of former coal mining towns. This railway system originally built to carry coal, is now mainly a commuter network but is useful to visitors to the Valleys, or indeed for local travel within Cardiff.
Swansea and Llanelli in the West are linked to Mid Wales via the Heart of Wales railway, whilst not a quick journey it is well worth considering for its scenery.
Rail connections between North and South Wales in fact cross into neighbouring England, although there are a number of direct services between Cardiff and North Wales along the Marches line via several places in England. There is one high speed service a day between Holyhead and Cardiff, which only stops in a limited number of stations in England.
For destinations and starting points in South Wales, West of Cardiff, or in North Wales, West of Rhyl, those thinking of travelling by train should consider the fact that their journey will start off travelling in a eastwards direction before they start heading in the correct direction, meaning that valuable time is being used whilst not actually travelling in the intended direction of travel! Additionally for those travelling to or from places West of Cardiff, should also consider their journey will involve at least one change, usually in Cardiff- again making the journey less efficient.
Arriva Trains Wales (http://www.arrivatrainswa...) operates most local rail services in Wales
(http://www.firstgreatwest...) operates cross border services between South Wales and Western England- and a connect a number of major Welsh destinations.