Walk bridges are a quick, easy way to travel about the map. However, they do require a significant number of blocks in order to lay down.
Begin building the walkway at the edge of an island, so that the bridge is 1 to 2 blocks above water. This will protect against sharks in the ocean. Using a Wooden raft, continue placing blocks so that the bridge reaches the edge of the map sector, going all the way past the map boundary.
Once you have laid down the blocks past the boundary point, move to the next map section. Starting directly behind you at the end of the map, go until you get to the next island (at the same height you left the other map section). In this way, you can travel on foot from section to section using the bridge, avoiding the water and sharks.