You don't seem to understand the concept of teleportation. You don't need to expend energy to escape a gravity well if you aren't going against gravity. If you swim across a river you have to worry about the current, but not if you take the bridge. Walking through a door doesn't break the laws of thermodynamics by using less energy than it would take to bust through the wall(oh yeah!). Teleportation involves extraplanar movements outside of 3d space. The momentum thing would still be an issue, but you could just break your trip into multiple smaller jumps.