Quickest 7h 22min
There are 4 buses1 train company operating 2 routes - California Zephyr, City Of New Orleans, and 2 flights from Jackson to Grand Junction. The cheapest train costs $326 and is 1d 16h 25min.
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There are 4 ways to travel from Jackson to Grand Junction. 4 buses, 4 trains, 2 flights and 1 by car are possible between the two areas. The bus from Greenville to Vail is the cheapest and fastest. The train operated by Amtrak running from JAN to GJT is the most convenient.
It's important to check each mode when booking your ticket so that you can find the best method for you. The cost of each type varies differently, so be sure to use Faretrotter to keep an eye out!