Find out exactly when they sent it and verify that it was mailed to the correct address. Allow 10 days to pass from the time they sent the check before you request they stop payment and send another one. If the client is nearby and owes you a sizable amount, consider sending a messenger to pick up their check. If the client is not local, it may be worth your while to ask them to send the check via next-day mail and offer to pay for the charges. Of course, it is the beginning of the month when you are calling.
Many companies do, in fact, schedule payments of bills on certain days of the month.
Make a note of when they pay their bills and when you can expect payment in the future. Always call before the end of the month and make sure that they have scheduled a check to go out to you. Time your invoices accordingly. Given the computer age that we live in, this excuse is often heard and not uncommon. The best way to eliminate this excuse is to ask questions and continue diligent follow up.