Well when I've used localbitcoins, there seemed to be a multisig escrow where the buyer and seller have to verify the transaction was completed and then the 3rd party releases the bitcoins... so there seems to be somewhat of a middle man. I looked at BitQuick earlier today and it seemed that they had lower markup rates than localbitcoins, but didn't know if it was still considered "scammy" and didn't want to take a chance in losing out.
I've also had uncomfortable situations at the bank where I've gotten question as to who I'm sending it too because I usually don't have an account at that particular bank... I just wish I had a bitcoin atm around where I live... would make life so much easier lol.
I've done several transaction with Bitquick. You're initial wariness is common, and often warranted when it comes to any crypto transactions. I was the same way, so my first transactions were small, under US$100. That said, over those several transactions my experience was always straightforward with no hint of anything untoward. And nobody at the few banks/CUs I used ever asked me who/why I was depositing. If they asked I was just going to say I was buying digital goods for my kid's online gaming. But nobody asked. And I think if I told them, they wouldn't care. These types of transactions have become more common I think. Wouldn't worry too much ...