I believe Bolt Bus and Mega Bus are pretty comparable (perhaps others have had more experience).

If you are looking for the fastest way to get to Philly, then Amtrak is the way to go.

If you are looking for cheap, then the buses will suffice and will get you there in a decent amount of time unless the traffic is bad.

There are also the Chinatown busses, but personally I would avoid them with their questionable safely record.