If you have a car, you should definitely drive but with gas prices this may be costly. But, consider the fact that you would pay someone at least a thousand dollars to ship your car for you so it all comes out evenly if you drive across country over the course of a few days and sleep in motels.
A bus is more convenient for someone who has time to travel, has a lower budget for travel and does not have many belongings.
A plane ride is ideal for the person who does not like sitting in a car for an extended period of time. It is also ideal for a person who has more than one big bag to bring with them.