Personally, I don't mind I-40 to US-287 to US-82, but yeah, I-40 can be a bit rough in places.
For all-interstate... I-10 to AZ-85 at Buckeye, south to I-8... PHX traffic just isn't worth it, nor do you want to be on I-10 north of Casa Grande, AZ. US-281 to TX-59 to US-82 is a good bypass for Fort Worth.
Another option if you don't mind the back roads is to hop US-70 at Las Cruces and take that up to US-380 across NM and TX. US-62 at El Paso to US-180 isn't so bad either. That runs right past Carlsbad Caverns and Guadelupe Mountains, which was our overnight stop between Tucson and Fort Worth for a few years.
