Eth is a very popular crypto currency and all exchanges has eth in their board,so why not save the hassle and buy eth in reputable exchanges,it's safe convenient and hassle free,this is how people buy eth safely.
The problem is I like to have money in cash not in bank or some exchange site. I know its safer but still, having money feels much better when you can feel it in your hands.
yes maybe you wish it was true, but if you want to buy ETH in others you have to add the cost more than that, such as escrow to secure the transaction, if you buy in existing markets ETH traded may be easier for you to do the business of buying and selling for ETH and will be bigger profits back to you.