The alternative is coinjoining. Coinjoin transactions are strictly superior to "mixing sites" since you can't get scammed out of your funds, and no third parties are trusted not to leak your privacy. The forum admin strongly recommends coinjoining over "mixing sites":
Both are flagged under chain analysis and forwarded for enhanced documentation though, in almost all cases.
You can't use most coinjoins and mixers and expect to be able to send the output to an exchange.
If it's okay for you, could you explain it a bit further? Do you mean the transaction would be flagged as such afterward?