eCheck is absolutely the easiest way to go, both for depositing and withdrawing (unless you need to withdraw a massive amount at once, as their daily/weekly limits are somewhat low). Not having a bank account is no real excuse, as you can get free checking accounts these days (and what self-supporting adult wouldn't have one anyway?).
For bigger withdrawals, paper check is the way to go.
PayPal - no go, as others stated. They forbid any gambling transactions.
MoneyBookers, Neteller -- no go if you're USA. Neteller no longer accepts US customers at all, and MB, like PayPal, bans gambling transactions (at least for US residents, though their terms don't stipulate just for USA).
Up until UIGEA fully kicked in a few months ago, you could still get away with some credit card deposits. Most CC issuers have since been forced to close that avenue, and until online poker is granted an exemption to the UIGEA, I don't see that changing.