What's the best payment option to integrade with CI?

Stripe is very good, also.

To be fair, though, having them leave your site does wonders for mitigating your site's PCI Requirements, since those sites are already setup to meet the very strict requirements for processing credit cards. And always remember - never store the credit card number on your application unless you are going to meet those PCI requirements and be certified. Always use tokens from the processor if you can. 

Or send them to the external site so you don't have to worry about it at all.

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