I'm all about automating my finances, so I love our direct deposit system. It's easy to set up, but depending on your timing and bank(s), it could take a pay period to be fully activated and you'll get a paper check in the meantime.
We have the option to split our pay up to ten different ways, but if you're planning to split into more than two accounts and you have a variable schedule, be sure to allow yourself enough room for those weeks when the paycheck is a bit smaller. You'll designate your payment order in Workday and if I understand it correctly, if your check doesn't cover all of your designations, the last one(s) on the list won't be fulfilled (e.g. if you want $400 in Acct 1, $300 in Acct2, $50 in Acct3, and the remainder in Acct4, but it's post-holidays and you're only getting ~15 hours a week, you'll probably get your $400 in Acct1, the remainder in Acct2 if there is any, and nothing in Acct3 or Acct4.)