Fast Travel When You Can
It doesn't take a full two hours to go across China like Koei Tecmo claimed in previews last year, but it does take a while even with a hyper-fast horse. Make use of fast travel whenever you can to save time. As a reminder, any area of the map you've revealed at any point in time can be seen by any character you play. The only restriction on your fast traveling is whether the area you're going to is under enemy control.