Yeah, a real long time sometimes....I've done the bank wire & it's a pain in the neck.... If it's worth it to you: they can send you the money WU, which also has a delivery service: within minutes of it being sent, they'll come right to your door with the money... I'd also think about having them add a security question, to avoid Western Union hassling you about the type of id you show them, you never know....
I do not remember how much i paid extra for that delivery service...