After getting the airship, enter one of the following passwords when selecting a destination.

Auron's Murasama katana: Enter MURASAME as a password.
Rikku's Godhand Celestial Weapon: Enter GODHAND as a password.
Rikku's Victorious armor: Enter VICTORIOUS as a password.

You can also enter the following coordinates to travel to the corresponding destination.

Baaj Temple: X11, Y57
Besaid Falls: X29, Y73
Mi'ihen Ruins: X33, Y55
Omega Ruins: X69, Y33
Sanubia Sands: X12, Y41