Shadowdancer said:
That's often hard to do in role-playing games if the players just see the journey as an interlude until they get to the real adventure.
"The journey is in the trip, not in the destination."
I said almost exactly the same thing to one of my players last session, and he replied, and I quote, "bloody Taoist crap". I have very down-to-earth players.

To the OP: so you want to make a long journey exciting? Exciting to who? I assume the answer is your players, since you probably already know how to make the journey exciting to yourself. And if that's the answer, then how you do it depends on what your players want.
Lo, again I pull out the 7 gamer types as listed by Robin Laws: powergamer, buttkicker, tactician, method actor, storyteller, specialist, and casual gamer. By considering what their emotional kicks are, you can decide how best to engage those kicks, and thus make the journey interesting. Let's forget about the casual gamer for now, because they're not really relevant to the question (anything you do will be fine by them).
Powergamer: wants to collect shiny new toys.
Buttkicker: wants lots of fights.
Tactician: wants to overcome challenges by using their brains.
Method actor: wants dramatic scenes that bring their defining character traits to the fore.
Storyteller: wants a coherent storyline, so that their actions make sense.
Specialist: wants to do whatever it is they specialise in.
Thus, the answer to your question depends on the makeup of your group.
Mostly powergamers: give them opportunities to collect treasure, level up, and basically grow in strength.
Mostly buttkickers: fights, and lots of them. Buttkickers and powergamers are easy to DM for.

Mostly tacticians: use environmental challenges -- snowstorms, getting lost, running out of food, etc. Make sure that any encounters you include have ways of evading them, and let the tactician try to figure them out.
Mostly method actors: encounters with NPCs that provide opportunities for character interaction. Moral dilemmas (should we execute the orcs we've just captured, should we burn the plague-infected village, etc) are great opportunities for method actors to shine.
Mostly storytellers: make sure any encounters you do include have some sort of link to each other, and the overall campaign goal. Storytellers hate random encounters, whose only discernible purpose is to mark time.
Mostly specialists: throw in encounters that let them do their thing. If you have a ninja, give him opportunities to sneak around and backstab people. If you have a knight, give him enemy knights who challenge him to duels. If you have a magic girl, give her chances to be ethereal and mysterious.
I wouldn't take Kengar's list too seriously. He's talking about how to make things interesting to the DM, and in particular, the stereotypical "low magic, keep the players hungry" DM. Since your players aren't DMing, it's irrelevant.