The most direct routing is the best one, in your case you have a 3 part flight no matter how you look at it. No knowing the reliability and punctuality of the bus service, I would much rather prefer to have everything under one ticket in case of problems, so the UA would be my choice. The bus, while cheaper, has the highest risk associated with it, if there is a breakdown, flat tire, mechanical, and you are late to arrive MEX, AA can cancel the flight as they consider you a no show. Unless you can arrive a day earlier and spend the night in MEX prior to the flight.