Whenever I go from PHX to Tucson or vice versa, I take the Arizona Shuttle over the Greyhound at any chance I get (DUHH). It's double the price, BUT OH SO WORTH IT.
Service is always spot-on, they offer mini waters and have multiple convenient drop-off locations in Tucson. Shuttles are sometimes rattly, but otherwise are in great to good condition. I'd recommend taking AZ Shuttle for sure as I've never had any issues with them.