There are ways to buy a hardware wallet without giving away your personal information. You can find an official reseller in your country and buy from a physical store using cash. You can have it posted to a PO Box or using general delivery, so you do not have to give away your address. You can also buy it using a pseudonym with delivery to a different address (if you have one you can use). And of course if buying online pay using well anonymized bitcoin and not a fiat method which is traceable to your real name.

If you are planning to hold for a long period of time and transact very rarely, then a paper wallet can be a good choice. However, setting one up securely is significantly more difficult and has significantly more risks than using a hardware wallet, as does when you come to actually spend from the paper wallet. I would not recommend that your first attempt at making a paper wallet is then used to store the majority of your funds.

The site linked to in the thread you have linked (bitcoinpaperwallet) is a known scam. Do not use it! Please also edit your post to remove the link to this scam.