I often buy them in person from a guy. I value my anonymity and this is in some ways more anonymous than buying from an online site, because you meet in the street you give him hard cash and he just sends BTC to your address from say an ipad, and does it right in front of you. No trace of the purchase is left, everything is done there on the street without electronic logs or anything. In the end the only thing that can be traced is a simple BTC transaction between two addresses which might as well be a spontaneous gift you've received from a random internet stranger.