There aren't any stores where you can shop online paying directly with a check. In any case, this is a really dangerous way to shop online. More and more stores are allowing the use of Paypal though. This is a free site. You can link it directly to your checking account and then you can pay without having to use a credit or debit card. Some stores that accept Paypal are Buy.com, Overstock, Books-A-Million, and Foot Locker. Walmart.com even accepts Paypal now.