Ok, I'm an Alliance native though I have not lived there in many years, but I do visit on occasion. I'll start and try to help but hopefully someone else has more relevant information.
The "station" is a glorified shelter, though very nice, well lit and while open to the elements (with a roof) has a little heat.
It is not in the best area of town, but I don't think Alliance is terribly unsafe. You likely won't be the only passenger boarding there so that might make you feel more comfortable.
Technically there is a county wide bus authority (SARTA) but I don't know if/how it serves the stop. Sorry about that.
