I live in St. Louis and I have had several great experiences taking the Megabus to Chicago. But I did have a really terrible experience one time.
I was taking the bus home and I showed up to the bus stop about 30 minutes before it was supposed to depart. I waited and waited and the bus did not show up for another 5 hours. It had been delayed elsewhere. By the time we got to St. Louis we were way behind schedule and the public transportation I was counting on to take me home had stopped running.
I had to call for an expensive cab ride which only made my cost of travel even higher. I understand that things happen, but that was a huge inconvenience.