Hi,
The "credit card collect payment method" will only collect the credit card data an not process any transaction.
Other payment methods, like PayPal Pro, CardSave, authorize.net, etc can display a similar form during the checkout and have the transaction processed in the background between your website and payment gateway. This is not necessarily unsecured but you probably want your website to be PCI DSS compliant in such case in order to guarantee the security of the credit card data going through your website (even though the data is not stored on it).
A third kind of payment methods, like PayPal Advanced will actually display a credit card form/iframe at the end of the checkout still on your website, but the data will go directly to your payment gateway (so the data will be filled in a secure way).