Fastest: Bus or train (short trips), Plane (long trips)
Flying doesn't save you any time when the trip is short. First off, you're supposed to arrive at the airport 60-90 minutes before your flight, and it will probably take you at least 30 minutes each way to drive, taxi, or bus to the airport. That's 2 to 2.5 hours right there, not counting flight time. You could drive from NYC to Philly in less time than that! Flying is only faster when you're taking a decent-sized trip.