I have friends and family in Tucson, but tend to fly into Phoenix due to the significant difference in the cost of airfare. I've had nothing but good experiences with Arizona Shuttle Service. It costs me $39, which is less then the airline rates.
The shuttles arrive when they are supposed to, and I've had very little waiting. The drivers have been nice and helpful with my luggage. The drive is as pleasant as the I-10 corridor between Phoenix and Tucson can be. I've used a few of the different pick up/drop off spots in Tucson, and they seem to cover the different areas around Tucson well.
I plan on using Arizona shuttle service in the future anytime I need to do the Tucson/Phoenix run.