Well, theoretically, anytime your physically separated from the surface of the Earth you're "in orbit" so to speak. Jump up into the air and, there ya go, you're in "orbit"... but, not for long. *
As far as traveling through an atmosphere, it's the atmosphere that provides the effects which would limit or otherwise dictate a craft's speed. One is, after all, traveling within and "through" something when flying in an atmosphere. A very light atmosphere would have consequently lighter friction related effects. But, that wouldn't do much for making "wings" useful, would it? In fact, "flying" would, by definition, be a bit difficult to do. With less of an atmosphere one would need larger wings to provide lift along with the ability to maintain enough speed for them to work... a careful balancing act. That's not much of a problem for a spacecraft as they don't rely on wings. But, in a dense atmosphere, some sort of wings would certainly be handy to help maintain the craft's stability much like a ship's rudder keeps a ship on course.
Mass plays a part in your scenario as well as the capabilities of the craft. Gravity is the result of mass and a craft will experience a stronger effect the closer it is to a mass as a result of the inverse square nature of gravity. For instance, one could travel at a relatively more speedy pace over the surface of the Moon than they could over the Earth expending the same amount of energy. But, maintaining the same distance from the Event Horizon of a Black Hole would require much more velocity.
IMO, your scenario requires three variables be known which will then dictate the answer to your question: The composition of the atmosphere, the capabilities of the craft and the mass of the planet.
*On "orbit" - You're not really in orbit as a planet's atmosphere is really part of "the planet" itself and to achieve orbit one thing you must not do is intersect the planet in any way, including its atmosphere. See aremisling's post on "Orbits"