Ours do direct deposit from their bank.
I've been wary of Venmo because I'm told if the amounts are over a certain limit, it is reported to the IRS. I report all my rental income, but I've always been concerned that might trigger some extra scrutinizing, or needing me to do an extra step with taxes, and its been easy to avoid using it altogether.
We used to collect a physical check from the house so we'd have an excuse to look at it from the outside (grass cut, no cars parked on lawn, etc) once a month. Since you live close, you might want to do that until you fully trust your new tenants. Or you might live close enough that you'd see the house anyway as you're driving by on other errands, so maybe not relevant.