Getting around in a hot methane balloon would probably be easier, depending on the atmospheric pressure. You need to carry a tank of oxygen, because the atmosphere itself is flammable. But it's so cold you wouldn't have to generate much heat to inflate the gasbag. As for sailing, it would depend on the density of the liquid you were floating in. I imagine the light gravity would not affect bouyancy since both the weight of the craft and the fluid are equally affected.

In fact, O2 would be the ideal fuel for any vehicle, internal combustion engines would carry oxidizer, while the propellant would be the atmosphere itself. You could probably modify a car engine to run there. Before long, though, vehicular activity would introduce large amounts of CO2 ipollution into the atmosphere, which would probably immediately freeze out into dry ice "snow". So would exhaust from space suits and scrubbers in our bases and settlements. Does CO2 dissolve in liquid methane/ethane? How do metals and construction materials react with the stuff at those temperatures? You'd need a chemist to write the story.