The easiest way to get around San Andreas is to travel by air. You can choose to fly directly or skydive over a location. There are many air vehicles including helicopters and planes which you can take.
Some specialised planes can be found at the airfields at Fort Zancudo, Grand Senora Desert and Grapeseed.
You can use any plane to start an Air Delivery Mission.
Airports are found on the mini-map and map with the Airplane icon: