This might sound like a stupid question, but I'm just wondering where the localbitcoin-dealers get their BTC from: I suppose they just have it on some wallet on some big exchange!?

So if that's the case I might as well just ask a friend who is on an exchange; he should buy BTC on that exchange, then transfer them to me, while I give him cash.

The whole point of localbitcoins.com is anonimity - or does it serve any other purpose?