We're a Canadian company and are talking with a prospective client from Nigeria, Africa. We've never dealt outside of our province, let alone our country, so we're not sure if there's anything to worry about with international clients. Some questions that definitely come to mind:
First, I want to say I'm from Nigeria. Looking at your situation I'll advice that you check on this client of yours first before going into details about the transaction. Though it is hard to say but it's the truth anyway. Many online transactions emanating from this area does not speak well of my people so if you're dealing with a one-man or some unknown business please do a rethink. However, if you checked and it's a registered business with enough information about their operations, then you can proceed.
On payment options, paypal is out of the way. Of course, there are some people here who want to use third party services in acquiring paypal accounts but I don't trust them. Also accepting Check payment from here is highest risk you can take!
I'll go with JonDiPietro. Bank transfer will take away most of the risk. But with that ensure you seek the advice of your home country chamber of commerce or whatever service you have. You'll be able to have more information from them.