I have had great luck with Amtrak for the limited experience I have had with them. I did my homework on their web site and bought a ticket on a train with baggage service at all places where it mattered to me. When I needed to change my travel day at the last minute they were super easy to deal with on the phone and my schedule was changed with no extra charge. That was a huge contrast with the airlines I have dealt with for last minute flight changes. The day before my travel day I called the station to be sure they had a box for me. When I got to the station they were very nice and very helpful.

Greyhound buses on the other hand have been a huge pain to deal with.

Regional buses in some places were dirt cheap and very convenient if there was one that went where I wanted to go.

When all else fails I rent a car. If you go to the counter they will usually refuse to let a car go out one way, but I have never had a problem booking one online. I usually book from one airport to another. I typically book it from the airline's web site if part of the trip involved air travel. A search from the southwest site brings up all the rental car companies options for the route you want. The cost is high if it is for one person, but sometimes not so bad if there is a group of two or three splitting the cost.