PayPal is the most convenient for most clients, since it is reputable and used ubiquitously. The downside is that if the invoice is large > than $3000, you will lose a good chunk in PayPal fees.
Checks are great because you get to keep all the money...well, except for taxes later,
Wire Transfer (Bank) is a great option if the invoice is huge (more than $3000), to avoid costly fees.
The other options suggested above are good alternatives, too.