Google Adsense pays by:
Check (Cheque)
Electronic Fund Transfer (EFT)
Western Union Money Order
Most ad networks are similar. I believe bidvertiser will pay you through Paypal, but have never tried it.
If you have a popular website (>1000 daily hits), then you might be able to sell advertisements directly. In that case you control the transaction, and you can ask to be paid with Paypal if you choose.