Take a ferry if you desire to travel to another island within the Azores. It will serve you a beautiful view and is more inexpensive compared to traveling by plane. However, keep in mind that the Azores are located in the middle of the Atlantic ocean, thus the waves and currents can be rough sometimes. Click here for more information about ferries.
To travel within each island you can opt for bus trips. There is a network of buses between the big towns of larger islands. Click here to check the bus schedule.