It's also very insecure for sending money to people you don't know, if a person or company asks for payment by Western Union only (eg no credit cards etc) then they're probably fraudsters.
You don't pay the other end, Western Union isn't always dodgy and Moneygram, via the PO is the same service different company (ma be able to get it cheaper via PO). Some people do not have bank accounts, political situations in other countires sometimes do not allow money to be sent any other way than Western Union. If I remember rightly you only get charged to received in China.