It depends on what method is available to you and what you want to use the transfer for.
If you have a a fully functioning Paypal account and the place you want to transfer the money from works with Paypal this would be the best option. If you in a country like mine that Paypal does not accept incoming money you can use an ewallet like ecoPayz, or skrill/neteller. From those ewallets you can easily send to your local bank account.
A bank transfer could also work for you I find it very reliable and easy.
If you want money in your hand fast and do not have above accounts a money sending service like Western Union, MoneyGram or Ria might be best option. From these 3 Western Union is cheapest.
For me, the best payment system is Skrill and Rapid, with their help I can replenish 888 rooms, partypoker and pokerstars without any problems, but this is for players from Europe, for players from Russia these payment systems have problems.
I did use ecopayz on pokerstars but now it is not available for me as a deposit option and probably not available for withdrawals either. I am from Canada. Does anyone now if this is just temporary or what is going on.
fun fact : I'm from Tunisia I wanted to try how wire transfers would work in here so i transfered $30 dollars to just test it out, my bank charged me $27 dollars for the operation lol so if you are from Tunisia definitely don't do that !