I assume from the spelling of cheque that you're located outside the US. :) The banking system is ridiculously archaic, compared at least to Europe. For example, there's no simple way for me to directly transfer funds to a friends bank account (we would have to use PayPal, or I would have to pay a "wire transfer" fee). It's also quite common for the payroll department to ask you to bring a "voided check" on your first day at work so they can get your account details.
There's also a big generation gap between those who think checks are ridiculous archaic and those who think they are a heck of a lot simpler than doing it online.