As I know most aff. programs pay by check. You can try cj.com - there are hundreds merchants and you will find for sure some good affiliate program for your website there.
clickbank pays with checks every 15 days. If you are an affiliate, you can promote all types of ebooks, software, information and downloadable products using clickbank.
Most of all the affiliate programs pay the commission amount in the form of checks. There are other programs which follow a different payment methods like direct deposit in the bank account, paypal etc.
I would say their are very few of them and the ones that there are would most probably be set up with merchants / webmasters who doesn't have a clue what they are doing.
The reasons why I say this is because there is alot of fraud in this sector and if they pay instantly, then the affiliate will just click on their own ads and then get paid and the webmaster will find out, but it will then be to late and would not be able to get the money back.
Personally I have not seen any from large reputable companies, but I know there are maybe a one or two in the 3rd tier ppc search engine and PTR industry.
All most all affiliate networks pay the commission through checks but there are some programs which offer the commission even in other forms like paypal, direct deposit
