Yes, direct deposit is the way to go.
Out west, most people who get paper checks get them on Saturdays, but some people do not get them until the following Monday or Tuesday. You are a lot closer to the Treasury Dept office in Philadelphia than we are, so maybe folks back East do get them a little sooner.
If the Post Office does shut down some mail processing plants to save money, etc., then next day deliveries within certain zip codes will become a thing of the past. Also, whenever there is a heavy snow storm in the northeast that affects air service, checks often are late out here.
Never have seen a late direct deposit, however, even if there are thirty inches of snow on the ground in Philadephia.