ING Direct is an online bank that pays very decent interest for a savings account. It's more than 2% right now. I have a bunch of my savings there while it waits for better investment opportunities.
However, I have no clue whether there is any way to transfer money directly in or out of ING Direct into any poker site.
If you do sign up at ING Direct, please contact me first via PM on this site and I will refer you. I think I get a free 10 bucks and you get a free 25 bucks on your first deposit if I refer you.
Maybe those aren't the exact numbers, but it's a pretty nice deal.