Which of these is the least evil option?

Cash on delivery

SEPA is the direct banking standard in Europe. Basically every transaction between banks follows that standard. If you’re doing business in Europe, that’s the most direct way you can go. Many other companies and their transactions follow the SEPA standard somewhere anyway. An SEPA mandate is pretty safe for the customer, too. It can be canceled by the account owner at any time. It does not have any additional insurance layer, though.

Evil in what sense? Privacy? Ecology? Transaction fee? Reliance on FLOSS? Decentralization?

XMR, Kaspa or LTC with mweb

Depending on the use case you might want to narrow this down by how many are compatible with your needs. Stripe's API for example is extremely versatile.

If your software supports authorize.net, you can often use some other gateways with a drop-in compatible API by changing the endpoint.