EMT is #1 (by a laaaarge margin).
Canada Post money order is #2.
There is no #3, unless you consider cash.
Western Union is a dead product. I'm apalled they can stay open considering their rates and the fraud that occurs. (FRAUD ALERT) is anti-gun, and if they find out you used it for guns or even gun parts, they'll freeze your account and you could lose your assets. It's garbage.
Bank wires - what is this, 1986? NO ONE does 'bank wires' anymore.