In the UK when you apply for a visa at the London Vietnamese embassy they accept several forms of payment.
i.e. - For Application by post: payment should be in guaranteed cheque, postal order or bankers draft only
From the 30th June 2011 the guaranteed cheque scheme finishes. This applies to ALL UK bank cheques. Whether that means the embassy will no longer accept personal cheques is something to clarify with them.
Info: From Intelligent Finance but applies to all UK banks.