This work offers an overview of the effective communication techniques for space exploration of ground, aerial, and underwater vehicles. We not only comprehensively summarize the trajectory planning, space exploration, optimization, and other challenges encountered but also present the possible directions for future work. Because a detailed study like this is uncommon in the literature, an attempt has been made to fill the gap for readers interested in path planning. This paper also includes optimization strategies that can be used to implement terrestrial, underwater, and airborne applications. This study addresses numerical, bio-inspired, and hybrid methodologies for each dimension described. Throughout this study, we endeavored to establish a centralized platform in which a wealth of research on autonomous vehicles (on the land and their trajectory optimizations), airborne vehicles, and underwater vehicles, is published.