in EUROPE, we have the same problem ... bank account can be closed without explaination (because of a SEPA wire on a BTC identified intermediary).

for me, the only method to avoid completly this is to buy with ... paypal on exchange that it support that. 
alternative way is bitboat (post service banking from private seller).

but, you can use localbitcoin and wire system (to a private seller).
or others exchange with thrid party (okcoin, etcs ...).

the bank never seen the direct exchange ... fee hell, well ... it's the game, now.