Some companies pay every week, usually on Friday....that's all over the country. I get paid every other week, and so does my husband, we off set weeks, which means we get a pay check a week. He gets his direct deposited into our account, I still get a paper check, which I like better myself. Some places, usually government jobs get paid once a month. Alot of places are going to direct deposit, it doesn't cost them as much in administration fees.
The cost is why most companies in the UK have gone that way. I also think that employees that get paid in this way will have fared better in the Katrina disaster because any monies owing them can be deposited straight into their account those that are paid by cheque or cash surely will have great problems getting their money.