Here are some possibilities depending on what aspect of a wagon you're focusing on:
If you're thinking about transportation:
* Car (for a motorized vehicle)
* Bicycle (for a human-powered vehicle)
* Cart (for a smaller, less complex vehicle)
* Walking (for not using any vehicle at all)
If you're thinking about the function of the wagon:
* Carrying (for the action of transporting something)
* Holding (for the state of containing something)
If you're thinking about the physical object:
* Container (for any object used to hold things)
* Vehicle (for any object used for transportation)
The best antonym for "wagon" will depend on the specific situation and the meaning you are trying to convey.