I know this is an old topic, but if you are concerned about leaving paper trails; localbitcoins is your best bet. 

Bitinstant also cost more.  Usually you can buy at market price on local. 

If you want to be VERY anonymous; do an OTC trade online.  This way you only interact with the seller online and you don't deal with any banks or exchanges that have a lot of your information.  No paper trail and no face to face.