A few years ago, I used to ride Greyhound for short trips, but I remember them being crammed and sometimes smelly. In the Midwest, I've learned of and used Megabus, which has seats like an airplane, outlets to plug things in, lights, air, and much more space. The best part: if I buy them early enough, I can get a several-hour trip for $10! Sadly, Megabus is not on the west coast. Is there anything at par with it over there?
Sorry, but no.
- There are parts of the western states you can get to and from via train, but they're a small percentage of the whole area.
- If your goal was to, for instance, just get around the SF Bay Area, then the combination of BART, Muni, CalTrain, etc. would be sufficient.
But given that "the Western US" is about half the country (depending on where you draw the line), you're not going to find any one thing that applies to all of it.
I had to travel to Barstow, California on the Greyhound route between Los Angeles and Las Vegas a few times last winter and I noticed a few other bus lines running that route. It may be an anomaly, but it couln't hurt to research this and see of those bus lines have other routes.
When I traveled the east coast USA, the Chinatown bus was the budget way to travel. It was (apparently) cheaper than Greyhound, at the cost of a little luxury (although after taking a Greyhound bus I'm not sure there were many luxuries to lose).
The Chinatown buses run from Chinatown in one city to Chinatown in another. These were mainly an East coast thing, but they are spreading more and more to the West coast.
I've never actually been on one myself (I got suckered into riding a greyhound), so I can't speak to their comfort and such.
these might be of use:
http://en.wikipedia.org/wiki/Chinatown_bus_lines - wiki article
http://www.chinatown-bus.org/ - Chinatown bus page
Megabus does serve California and Nevada now (since 2012). It looks like they have service along the I-5 (San Francisco to Los Angeles), I-80 (San Francisco - Sacramento - Reno - Sparks) and I-15 (Los Angeles to Las Vegas) corridors.