I use this option a lot - I'm with Bank of Montreal and I usually have no problems. They don't even charge a fee!

A couple of times early on I got an error and the money didn't show up in the casino but was taken from the bank, I had to contact UseMyBank's email support and they fixed it fairly promptly. Once it was a long weekend so I was screwed til Tuesday. But I think they've upgraded their server or something because I haven't had any trouble at all lately. This may have changed since I last had to contact them, but their phone support is available on weekends but their technical people are not. So if a transaction goes AWOL you can call and complain about it but you'll still have to wait til the weekend is over before somebody can DO something about it.
There are only two problems with it - first you can't use it to withdraw, so you still need an alternative withdrawal method.
Second, unlike Neteller or Moneybookers, you can't stick your whole gambling budget in it in one chunk and withdraw from THAT to the casinos. UseMyBank goes and gets the money from your account right then and sticks it directly into your casino account, they don't store it. If your bank has a limit to the amount of transactions you can make, be aware of how many you're making. My boyfriend got dinged $50 from Bank of Montreal one month for doing 100 transactions over his limit. Not that he's a high roller, he was only depositing $20 at a time but many MANY transactions. Live and learn....
So if you have a fave casino, you're better off depositing $100 in one chunk rather than $20 five times just to keep your transactions in the limit specified by your bank.