Best way to convert US dollars to euro?

I have an account in usa and i also have us dollar checks, i'm wondering which is the cheapest way to convert these dollars to euros, is this the best way https://transferwise.com/

A quick search would show you that this question comes up regularly. Have a look at this recent post, my response contains links to the key posts and to other similar threads
http://www.askaboutmoney.com/threads/bring-usd-to-ireland.193492/

Cheques present a particular problem, if at all possible I would suggest lodging them to your US account. Cashing a dollar cheque into a euro account would incur fairly substantial charges and most (all?) of the Forex websites listed do not handle cheques so you would not be able to take advantage of them.