Those are the 3 options my book is down to for sending money. Which should i choose? (want to send $2500)

I have had good results with fed ex and western union

is it safe to send $2500 via Western Union?

Yes,I have sent more than that and not had any problems,of course it depends on the book you are dealing with..

I need to send money to www.thegreek.com (olympic)

For Western Union, do you have to go find a location somewhere? First time ive had to fund my account by going somewhere.

The greek is good, they will take care of all the info you will need to send via western union

western union is everywhere. probably one available at your nearest and largest supermarket.