I assume you are in the US. Cheques seems to be usual within the US, but I find them a nuisance when I am there, and people outside the US generally hate cheques, which are very expensive to negotiate. Here in Germany, I shred US cheques for less than $100 and ask to have the money sent to a friend to the US instead; small cheques are simply not worth the bother.
A better way to handle this is to set up a wire transfer authority with your bank: you might need an overpriced business account to do this, but I have set one up with a regular home account. The way it worked for me, about 10 years ago, is that I needed to go into the branch to authorise each recipient account, but once I had that, I could make transfers with a phone call, with a PIN for authorisation. That was convenient enough, I dare say that most banks today have internet interfaces that might be more or less convenient than that.
If you are invoicing to Europe or other countries in the IBAN network (i.e., mostly S.E. Asia), consider getting a dollar-denominated account with a European bank: the fees for wire transfer should then be much lower than other routes.
Money brokers offer cheaper rates for wire transfers than retail banks. My wife uses E-Trade for international transfers and likes their service.
