HopStop contains information about subway, bus, driving and walking routes for most major cities and helps you plan your foray from point A to the ever elusive point B accordingly. You can even use the app to estimate how much it would cost to take a cab between the two aforementioned points, which really ought to put you in the mood for a nice stroll.
Download links: Android | iPhone
See also: Zipcar, City Maps 2Go, Traffic.com