I also strongly recommend Xoom. You can do it online and as well as a door to door delivery, or bank transfer you can arrange a branch pick up, just like WU, with the money available a couple of hours after your deposit. Their charges are signifcantly lower so a better deal all round.
However I would also recommend using one of the remittance forwarders. Once you have set up an account it is quick and easy, the rates much better and the charges much lower. All methods of collection are availaable and the one we use has the money in our relatives hands the next day. Costs £6 per transaction with an exchange rate pretty well on the current button.
WU are a waste of space and should only be used in a dire emergency.
