I prefer the live check and always have, even though my employers offer direct deposit. In fact, I got paid this morning and took my check up to my bank a few blocks away at lunch. No biggie. Part of this, I think, is because I get paid heavily on a bonus/commission structure, so my every check is different. IMO a live check makes it easier for me disburse the monies to my accounts as I see fit, whereas direct deposit is not that flexible.
Oh, and the funds are available immediately upon deposit. No waiting. None of you ever heard of Check 21?