On a sphere, the non-intuitive, curved route is shortest; it's called the Great Circle Route., a photo by trudeau on Flickr.
Great-circle navigation is the practice of navigating a vessel (such as a ship or aircraft) along a track that follows a great circle, says Wikipedia.
A great circle track is the shortest distance between two points on the surface of a planetary body, assuming a perfect spherical model.
The goal of geography class this week is to make papier mache spheres - so that a Great Circle Route may be drawn.