Mounts and beasts of burden are not really practical in most of the Darklands outside of well established trade routes and unusually large caverns. There are also too many times and places where larger creatures cannot easily navigate or maneuver. It would suck to reach a point where we had to leave our mount behind because it won't fit through a passage or we can get it up an incline.
That doesn't mean we can't eventually get a mount, but we shouldn't be getting overly attached to them like a pet or an Animal Companion. Speaking of animal Companions/Familiars, I'm going to argue against investing feats in trying to acquire them. There are much better uses for our limited selection of feats.
Speaking of traveling through the underlands:
Travel in the Darklands
From the Legends of the People-
It is said that the world goes down forever into darkness which only the most pious or the most mad of the People would want to plunge. The domain of the cruel drow ever thirsting for slaves which not even the great caravans of the duergar can sate, vicious serpent men whose blood flows like poison, great burrowing beasts whose bellows shake the vaults of the earth, cruel spirits that glow with the light of false promise and dreadful things that have been lost in the tunnels for so long that they have forgotten hunger and want only death, but mistake me not, they will remember all too well if they scent the touch of living blood. Yet far may one travel without daring either the burning light above or the unholy terror below. Listen closely and judge well where your paths may lead.
The Long Walk
The living spine of the world whence the iron-shod boots of the duergar long march and their scuttling mounts far travel. Free and clear it is of rubble and detritus, no pit nor cliff shall bar your way, but only the tolls and taxes of the greedy dwarf-folk. So long as you pay you shall be safe by the work of their axes, but count your coin twice, for if you run out your flesh and labor shall pay.
Secondary Tunnels
As the limbs of a slumbering beast they are. These tunnels range from anywhere between 5 to 30 feet in width. Often doubling back on themselves, coming to dead ends, or rising or falling into shafts, secondary tunnels are the far reaches of where you might find civilization and succor in the lands below, if you are strong and weary of treachery. Most such tunnels are natural tunnels, Cold Walks dug by rivers present or gone a-wandering or the trails of great diggers the likes of which you would not want to meet, though there you will also find the halls of the scaled ones, built in their days of glory long dead.
Tertiary Tunnels
Fingers they are, reaching for secrets undreamt or wiggling worms waiting to devour. Wild places, dens of beasts and horrors, rarely more than 15 feet wide, and often constrict down to widths of 2 feet or even less, twisting, coiling and knotting back into dead walks. These are the ways that Zul took when he claimed the Caves of Respite for the People. Ware the dead air and the burning breath, ware the wild things that grow unbidden, and ware most of all light where there should be none for it it a lure.
OOC: Written on the assumption that you will take some kind of knowledge in dungeoneering. This should give you guys some sense of what you are getting into survival and distance wise. Bring rope if you want to go anywhere off the Long Walk.