Most of the time those mega-jackpots are paid as annuities anyway; you won't get a $500,000 pile of cash or a check, if you read the print on the machine it's paid out from the slot machine manufacturer, often over a period of time. Usually they've got to send someone out to inspect the machine, make sure it's legit, etc, before giving you the money. I'd imagine this happens fairly quickly, though. I wouldn't mind finding out first-hand.
For smaller jackpots such as hand-pays in higher denomination video poker, they will give you the option of paying off a marker or taking it as cash or a check, but will often try to pay it out in cash from my experience. Even if you ask for a check, sometimes they'll bring cash and claim they mis-heard you, and ask if you want them to go back and write the check, or say it'll take longer, etc. Obviously the casino knows that a check is much less likely to come back to them than cash in your pocket is.