Oh yeah and there's also Bisq. It's a nice platform because it connects through the Tor network and will guarantee you an anonymous P2P transaction. The problem is there aren't a lot of people using it so you'll only have 20-30 offers for USD for example. But that's as anonymous as you can get if you want to do it over the internet.

It's extremely easy to track IP addresses, so any transaction through an exchange, even a P2P one like localbitcoins.com, can come back to you. If you want it to be truly anonymous, go find a shop and do it for cash. And please don't drag a friend into it, because if you want to do it anonymously, it must be for a good reason.