Paypal, Xoom, Moneygram and other online methods are going to charge you pretty much the same amount with fees. So you have an option to either use them or choose direct bank transfer. You can also use the methods such as ACH for bank transfer. There are some of such banks that allow bank transfer. The fees can be lower depending on how much money is being sent.
I'd suggest you to try xoom for money transfer. It quickly sends the money into the bank. The run time is around 1 hour to reach the money in bank. Also the fees are a bit high and you can check their calculator for the fees. Considering xoom is now property of paypal, you can use either of them, fees are going to be the same.
My personal suggestion is to go with Skrill bank transfer. See if the payment fees for skrill are low. If not then instead choose bank transfer with the client. Skrill fees are mention in the fees page which are a bit lower compared to others.