We establish complexities of the conjunctive query entailment problem for classes of existential rules (i.e. Tuple-Generating Dependencies or Datalog+/- rules). Our contribution is twofold. First, we introduce the class of greedy bounded treewidth sets (gbts), which covers guarded rules, and their known generalizations, namely (weakly) frontier-guarded rules. We provide a generic algorithm for query entailment with gbts, which is worst-case optimal for combined complexity with bounded predicate arity, as well as for data complexity. Second, we classify several gbts classes, whose complexity was unknown, namely frontier-one, frontier-guarded and weakly frontier-guarded rules, with respect to combined complexity (with bounded and unbounded predicate arity) and data complexity.