In order of preference: Google checkout, then PayPal, then my own credit cards (usually I have either a Visa or a Mastercard memorised). I do have a Discover but only use it for large purchases (like flights) because it is not universally accepted so I can't be bothered to memorise it.

I am in the US. If I was in Europe, I would prefer the direct-to-bank debit system many countries have.