Ouch! I'd better look closely into the possibility of taking the El Paso Bus System...
etiennemac, #20, I think Willy775, #19, is confusing the Santa Fe Street depot of Autobuses Americanos (in El Paso) where you catch the long-distance buses direct to Chihuahua and points south with taking the Americanos shuttlebuses to the Central de Camiones in Juarez and then catching a long-distance bus.
I'll repeat, the long-distance Autobuses Americanos buses from the Santa Fe Street depot, stop for customs and immigration, then proceed directly to the highway out-of-town, bypassing the Central de Camiones de Juarez. From the prices I've seen and checked the fare direct from El Paso to Chihuahua is the same (first class) as the fare from the Central de Camiones de Juarez. The only way you could save any money (and maybe not then when you figure the cost to get to the Central de Camiones de Juarez) would be to take a second class bus from Juarez to Chihuahua if such a thing is available.
Maz, thanks for the accurate and informative info. I myself shoulda rememembered that the station is on Sante Fe St! Since I'm a train nut and the tracks are about a hundred feet away. I loved Stanton for all its shops, that has to be one of the best people watching spots in the whole US. I sat there for two hours just staring at everyone, it was great.
When I was getting ready to leave El Paso for Chi. I stopped briefly at the tracks about a block up, set up my tri-pod and I made sure I was on city property, in short order a Sante Fe RR cop came out checking on me, he knew that I was legal so there was nothing he could do, but to say the least they didn't like me snapping pics of their yard!

If you are not involved in any drug business, Chihuahua is really safe, authentic, and offers a great food specialty : the arrachera meet.
It sometimes pays off no to stay in super famous cities and have a taste of authentic local culture.
The town can be boaring on Sundays though as most shops close early so everyone can share time with their respective families, and on Mondays, most museums are closed. I strongly suggest a visit of Chihuahua on Friday's and Saturday's, picking the train on Sunday's.
Cheers