Well the only alternative is to bring them by road and sea or to bring them on a ferry. Bearing in mind the length of time required for a single voyage on the ferry from, say, Southampton to Limassol. I wonder if it would be practical unless you are with them (I don't think the ro-ro takes passengers) ? How would they get fed/watered/allowed to go to the toilet?
As regards driving them across, apart from the logistics you also have to consider the requirements of the pet passport. Do you have to get animals inspected by a vet and blood tested as they move from country to country or anything? There are regulations of the movement of pets within the EU. Have a look at EC Regulation No. 998/2003 regarding the non-commercial movement of pet animals on the European Commission website. The DEFRA website also has some interesting information and factsheets Defra - Department for Environment, Food and Rural Affairs