I know the banks generally recommend against either sending or receiving Euro cheques across borders, due to the charges involved (though I can't really explain how/why these charges arise). They usually recommend electronic transfer using IBAN numbers.
Whatever happened to the oul Eurocheque system of the 80's & early 90's that allowed us to write cheques for any of the major European currencies from our own account and send them off? So much for progress eh?