If you're paying in person then paying by check has less risk than paying by credit card.
With a check there's no way for someone to skim your checking account and steal your identity and money.
With a credit card or even debit card when paying in person there are risks associated with doing so because there can be skimmers and other devices that someone could have to steal your information from your credit card and debit cards.
That makes the credit card or debit card less safe to use in person than it does a check.
But online using a credit card or debit card is usually pretty safe as long as you use your credit card or debit card with legit merchants.
Make sure the merchant uses SSL on their websites and you should be safe paying with your debit card or credit card.