Another alternative would be to buy with Ukash or Paysafecards which you can obtain anonymously at i.e. gas stations.
It seems like
btc-e.com is accepting Ukash and
virwox.com Paysafecards. Then send them to your Instawallet, Strongcoin or local BC client always whilst connected through tor or better a vpn + tor.
Although fees could be a killer...