The majority of the bigger sites offer EFT, usually with neteller, moneybookers etc. Usually transfer the same way you deposit, except for VISA cards. Gary Benson offers a cash out service to Australian players on most of the big sites for about 2.5% commission, and funds are generally received within a few hours of the transaction.
I play mainly on Stars, but have accounts with UB, Party and Tilt. just need to fix my desktop so i can access them all again as I dont want to download them all onto the laptop