If you have a branch of the buyer's bank in your town, take the check in and cash it... don't deposit it in your account. Major banks have all their branches linked today and they can tell you if he has the funds available, and in many cases debit his account immediately. In any case, you have his cash in hand before you ship.

I only do this if it's someone I haven't dealt with before and the amount is sizeable.

Of course, if he banks with the same bank you do, the teller can usually move the funds from his account to yours on the spot as well. At least that works for Bank of America.