Yes, I do believe chocobo would be the safest way once we've landed. If we use an airship captain we're familiar with, we could possibly get them to drop anchor closer to the 'Wood but we will have to travel by land for part of it in either case.
I'll bring my pistol, of course, but as we won't be going very deep into the forest, we shouldn't run into anything we can't either handle or run from.