In the US, at least, you do not .. or more specifically, you can write whatever you like on the envelope and it won't make a bit of difference how the postal service actually …delivers it..
Prior to 1975 for domestic mail, and 1995 for international mail, you could specifically request air mail (and purchase a special, higher priced stamp). Nowadays, though, the USPS makes decisions on how to route mail based on distance and service class, and all "first class" mail will probably spend at least some time on an airplane if the destination is far enough from the origin point..
If you are in the US, no...because Air Mail service no longer exists. It is now called Priority Mail Express, and you must use the special Priority Mail Express envelopes they provide for you. (The envelopes are free; there's always a stack of them at the Post Office for your convenience.) ( Full Answer )