E-gold is a pain because you have to interact both with an e-gold seller and the e-gold payment site itself. Both parties have commissions and require some setup. In some cases you have to wire the money to get your e-gold, which is a hassle. Fees add up quickly and can easily be more than 5% of the transaction, 10% in some cases.
I like Western Union. It's not as anonymous as e-gold but it's very easy and convenient. If your supplier takes WU he probably has a "money-taker" in a foreign country that receives the money on his behalf, and who is not linked at all to the supplier. So it looks like you are just sending money to a friend. The WU clerk usually won't ask or care anyhow.