I didnt know about them and I was to cheap to buy a horse so I literally walked to every hold (thank god I knew about fast travel) but now that I think about it it was better because I discovered alot of places and had a lot of fun, except my walk to riften from whiterun, I had a giant chase me from a camp halfway to riften....

I actually have a personal rule to not use the carriage until i walked there myself first, usually gain a level or two per trip.