Bring some decent snacks in case the places the bus stops for passenger refueling don’t have anything you want to eat.
As others said, do not sit in the back near the bathroom. I like to be directly behind the driver personally, but sometimes that seat is reserved for handicapped.
I rode round-trip from Tucson to Seattle and discovered the best way to get a seat to myself was to carry some live slugs in a plastic box, which I would periodically feed with cheerios and lettuce and talk to. No one wanted to sit with me.
Bring a pillow, plenty of books and an iPod.
Be prepared for interesting smells.
If given a choice between a more rural route or one that runs through big cities, opt for the rural route. I find the people at the stops in the small towns are interested in seeing new faces, while the folks in the big cities heir jobs without any problems.
On the whole I prefer the train because the bathrooms are less “interesting” and you can move around and stretch your legs. But the train does cost more.