Sailing can be a good way to get around. If you're lucky you don't have to pay to go long distances.
findacrew.net is a good website for people looking for jobs/voluntary work on sailboats.
On 7knots.com some people offer free places on their boats in exchange for work, some will ask you to share common living costs.
See also Hitchhiking_a_boat|Hitchwiki.
There are special considerations for Hitching on Boats