Software wallet is in most cases the best alternative. Using an online wallet, you do not control your coins in the same way. To buy bitcoins, you could try an exhange operating in EU like Kraken or Safello, or you could try to find someone to buy from using LocalBitcoins.
Software wallets are OK, but if you're looking to hold a really high amount of Bitcoin in the future maybe you should invest in a hardware wallet like TREZOR from the start so that if your computer ever gets infected with Bitcoin related malware you know you're safe.