I use direct deposit without a doubt. Making an hour and a half commute to work everyday, and with banking rules the way that they are, if I get paid on a Friday, I can't get to my bank until Saturday morning. Then if I deposit my check then, I can't use those funds to pay my bills until Tuesday. Lots of times those 3 days cost me late fees of $30 a piece or so on my credit cards.
But that being said, maybe on my trip to Texas this summer I will have to gather up my $800 in change and go visit a certian credit union at about 11:55 am on a Saturday...