The only other payment I have taken is a personal check drawn on a bank that has a branch near me. That way, I can go to the bank, cash the check in person, get the cash, and leave. If the check turns out to be bad or stopped, I've already got my money. Don't know if there is a canadian bank with a branch near you in the states though.
Also, the bank usually requires you to show a DL and credit card, but I don't believe that would give them authorization to charge said card if the check bounces. I think once you have the cash, you're good, but if anyone can weigh in on that with specific knowledge, I am all ears. Cash is still king! Better to lose the sale than lose the game AND the cash!

There's lots of excellent advice in this thread: https://pinside.com/pinball/forum/topic/how-to-not-get-ripped-off-in-pinball-vids-guide

Basically, if you don't have an existing relationship with the buyer and cannot get cash, wire transfer is the safest way to go, but you'll need to confirm that it made it to your bank (and as described in the thread above, that it was an actual wire transfer). For big dollar transactions or if you want extra certainty, escrow may be worth the additional cost (see thread above).

If you decide to accept a personal check/cashier's check/money order, you should build in four weeks for the check to clear before you ship the game. Don't be mislead by "funds available within 48 hours," you want the check/MO to truly clear so the money isn't sucked out of your account again later if it bounces. (again, details in the thread above, but research clearance time as maybe you'd want to allow longer for a Canadian check to truly clear).

Direct bank transfer is the safest for the seller. Buyer has all the risk

Agree, but make sure all the proper information is supplied to the buyer for bank transfer. Any errors and should the money go to the wrong account ,it will take a long time to straighten out.

Cash. Put the onus on him to get the cash in USD.

Never had any payment issues with cash.

By the way, did I mention cash?

A big bag of Loonies?

Do any US banks accept e-transfers yet? I know within Canada that is the safest way to move money, as once the recipient accepts the transfer, it is irrevocable.

Years ago certain US based branches of domestic Canadian banks had ways to make an irrevocable transfer - I used to use those methods when in my former business life. However those branches are few and far between outside the major centres like NYC, Boston, etc., and it is possible they no longer have anything similar in place now given the explosion of other payment methods.

I'd be hesitant to have someone ship thousands in cash to me. Too many ways for things to go sideways, and if it gets lost or stolen in transit the buyer's always going to suspect that the seller might have hosed him. Plus you'd have to look into customs rules for shipping large bundles of cash across the border.

+1, but to summarize that:

escrow.com

Sit down and talk to someone at your bank.

Cash or escrow.com

End of story.

How does escrow.com work? I have a buyer for my Diner that lives several states away but is willing to pay for shipping. I gave him wire instructions to my credit union but he says his bank can not wire to credit unions, only banks? He's offered a cashiers check but I'm not sure that it might not be a fake or reversible. Obviously, Paypal could leave me without money.

He's also offered to send money via Western Union. He says he gives them cash and when I go to the local Western Union office and identify myself, they will give me the cash (over3k for this game). Anybody ever try that?