There are multiple options that bands I have played in have been paid. In the early 2000's I lead a band and would get paid by club owners by check. I would bring cash up front in advance to pay all the side men then deposit the check in my account. This is a bit of a pain, as with checks made in my name, I am responsible for taxes. I do take care of this by subtracting the tax burden out from the cash payment I pay the band members.
Over the next decade, I decided to get out of the leader role and became a side man. In that position, I now get paid in cash. Since starting this routine for playing, I keep an Excel spread sheet of gigs, locations, and amounts paid in cash, then submit this sheet with income statements for other jobs to my CPA when she prepares my IRS statement. The people that hire me as a sideman do so for gigs within a 6 state region. I am limited to how far out of my base I can go as I usually must return the next day for my day gig at my medical practice.
I do union gigs as well and these typically pay by check, as a coincidence, I just sent a contract out tonight for a Christmas Eve performance my local 101-473 had referred for me.
I have made recordings for which cash was used to pay me for the studio time. One of the recordings on a particular album I wrote, and I do get royalties in the form of a check for that work.
Locally, I play for several big bands. Each pays differently as well. One pays by cash for the same amount per gig, another pays by cash from the door take and a 50/50 lottery that is run by the club each time we play.
Also, I recommend using a tip jar even for salaried. gigs. I remember a gig our quintet played at the Chatter Box in Indianapolis where in addition to the fee paid to us by the club, each member received an additional $200 when the tips were divided.