It depends on the context. As grammatical use of particles, in my opinion, you can't use 「へ」 here but you could use the other three. If you use 「は」, you emphasize 「バス」 because 「は」 is a topic marker. But both a speaker and his/her listener should already know the 「バス」 For example, someone asks where a bus comes from and another person answers that the bus will come from the other side. If you use 「で」, it could mean "I come by bus from the opposite direction" as you said but we would interpret it in a different way. We would think 「向こう」 would mean "the other person". So 「向こうからバスで来ますよ」 would naturally mean "He/she will come over by bus" As 「向う」 means "the opposite direction" away from both a speaker and a listener, if it's "I" who come by bus from the opposite direction "I" should go over the opposite direction first and then come over to the listener. It is a strange situation especially if they are together. In the situation like both a speaker and a listener are standing by a bus stop or on a street and when the speaker sees a bus coming toward them, the most natural phrase he/she could use would be 「向こうからバスが来ますよ」