@Mame,
When ever I've had to pay the IRS, like a quarterly tax payment I always pay online, never by check. They will charge you a fee if you were to pay via debit or credit card but if you pay via ACH, directly out of your checking account there is no fee. I only make a payment when I do contract work because no taxes are taken out.
I did more work for them last month and they still are sending me more projects but now they want me to invoice every quarter and not every two weeks. So in three months I get a big fat check.