2-of-3 multisig is your choice. I think whether you buy from exchange or a person on this forum (or any P2P services) you still need some trust. Exchanges might be faster and responsive but if you talk about bad motive they can do all they wanted to do on your account. We have a lot of stories a user account got locked, deposit not credited, support not responding and so on. If they plan on exit scam, then you're doomed.

Ideally, you should always use an escrow, with sacrifices on speed and maybe fees.