It's the safest if you want to own some Bitcoins from your fiat currencies. There are also some P2P exchanges that are inside centralized exchanges where you can do trades like Binance or Bybit.
I vote for P2P exchanges for better privacy but if they are P2P exchanges from centralized exchanges, I would vote against it.
I would like to choose centralized exchanges and trade on them rather than using P2P exchanges which are built and owned by same team. I don't think those P2P exchanges help me in privacy.
About KYC things, as far as I remember Kucoin is good exchange if you do not want to undergo with KYC but it has limited features, but I think you can buy Bitcoins via their P2P feature even no KYC.
Kucoin is Tier 1 centralized exchange and it does not require KYC at least now. The exchange has operated since 2017.
Kucoin review from KYCnot.me.