I agree. The US banking system is quite far behind.

I moved to the US in 2006. When I was opening an account with WaMu the teller was very excited about the "online" bill pay service they had just launched. I became very confused when he was demonstrating it, because there was no field for the recipient's account number or sort code. I was even more confused when he setup a payment to me. It turned out that the system just printed out a paper check and mailed it.

The US has a system. It's called ACH (Automated Clearing House).

You can find many banks in the US that offer free transfers between accounts using this system. Examples include ING Direct and USAA.

I use this all the time, and never write checks.