You actually can take horses! The journey is mostly quite peaceful all things considered. There's a bunch of groups on 2b2t that have endeavored in undertaking massive infrastructure projects to build Nether highways to make travel both safe and quick! Although not necessarily paved with obsidian from 0,0 to 3.75M, the highways are currently dug in all cardinal directions to 3.75M, as well as there being numerous ring roads within several hundred thousand blocks of Nether spawn so people don't have to backtrack to 0,0 if they're on the East highway and want to get onto the North highway, for instance. These aren't small operations working on the highways either; the two current largest groups: the Highway Workers Union, and the Motorway Extension Gurus are groups of about 30 active players each, and constantly maintain a watchful eye of the highways for maintenance due to griefing near to Spawn, while also actively expanding the existing highway network in the form of digging new tunnels and paving existing corridors.
Going to the world border is sort of what I'd imagine visiting the 7 Wonders of the Ancient World must have been like; when you're there it's hard to fathom just how many man hours were spent just digging the tunnels to get there in the first place. But, while very impressive once you make it, I'm not sure I'd call the journey itself very fun. 70+ hours is still 70+ of watching the endless red stream of netherrack pass you by. To prevent yourself from going insane, you basically have to multitask the whole way, watching TV shows, YouTube, anime, etc.