Some traditional banks have these things called "checks" that can be attached to returns, if you are near a traditional office-supply store that sells what are called "paper clips."

Arizona has been known to take a month or six weeks to cash checks.  Some think it is because the legislature wants to keep hidden the size of the state surplus, so they don't have to add it to the budget.  Others attribute it to the general incompetence of the Department of Revenue.  With money-market funds paying 4% or more these days, it may be breach of fiduciary duty to forego that income.  Also, don't count on the state being able to match up payments received one way with returns received another way.