You don't have to teleport anywhere in the fronteir. Just start walking from either the outposts or the spawn to start enjoying your wilderness.
you can go direct to an EMC outpost: /frontier east for example, that will get you closer. From then, most est outpost have a path through the nether. It's 1/8th the distance. If you really want to move fast you could make a horse path Running or rails are your next best methods. The harder it is to get to or find your outpost, the less griefers will make the journey. Once you get past 2000-3000 blocks out, no one accidentally finds your place. after 10k you can consider starting an est outpost and only really dedicated griefers make it out that far. Theres some people with places over 300,000 blocks away...
Thanks! This is really helpful information. I'm hoping to start a pretty ambitious base in the frontier, so I'll probably go out around 100k blocks or so. I'll make sure to get a couple of fast mules. Anyone experience problems with lag if they venture really far out?