WU is almost double the fee that moneygram takes, thats why i curently use MG.. however the amount is high and last time they asked about the purpose.. i am not sure how long they will accept 5K transfers..
I have bank account but a transfer will take a week or so, also the receiver can withdraw only 200EURO a day in bulgaria with foreign atm card.. i toyed with that option aswell but its no good.