旅游 (lǚ yóu) is the most common word for 'to travel' — going somewhere for fun or sightseeing. 游 (yóu) can also mean 'to travel' but often means 'to swim'; it's used in phrases like 游山玩水. 旅行 (lǚ xíng) is similar but focuses more on the journey itself and is slightly more formal.