Traveling by air is absolutely the safest way to move between walled cities. Occasionally there will be some air piracy, or a powerful flying beast, but compared to the dangers of the ground these are negligible issues.
The greatest reason the sky is not filled with airships is the huge power requirements. Magica charged air is the fastest way to achieve buoyancy, and magica thrust can move you quickly, but without a top tier wizard to resupply the onboard batteries you will quickly deplete the energy reserves.
Additionally it is advised to have defensive and offensive capabilities onboard, in case you do encounter "problems" while in the air.
Short hops between cities by airship allow you to circumvent nearly all the above problems, and although the fee may be steep, it is highly recommended!
-The Adventurers guide to the Continent