I had a lot of fun getting to a new city from Gridania. It was about 2 weeks before I left black shroud. Every once in awhile I would take a new direction and see where it lead (usually into **** benders? very mean salamanders lol). I was just going off of ZAM wiki's and the map for Black Shroud is lacking and the one for Thanalan is better so I knew to get to Thanalan it has to be in the south some where, i was thinking SW though.
Then one day i was heading south in search for a cave that i thought was in the area and I kept following a path and realized that this path keeps going and I haven't been in this area yet. Then I realized, just follow the yellow brick road =) I originally thought the paths were just connecting the local camps.
Oddly enough its been the best part of the game so far, lol. Acheiving it on my own and entering Thanalan I was in awe, lol.