I travel on the Egged bus between Jerusalem and Tel Aviv because there is security at the bus station. Bags are inspected and passengers walk through a metal detector. There is no security check for the sherut. I believe Egged is safer and the delays entering the bus station are worth it.
Obama to meet with Jordan's King Abdullah in White House later this month (Reuters)
from the article: How to take inter-city shared taxis between Jerusalem and Tel Aviv