For me the safest way is through a reliable exchange like Coinbase, Binance, Kraken... These sites are pretty secure, but remember, since they're online, they can still get hacked. So make sure you’ve got 2FA enabled to keep things safe.
For long-term storage, use a hardware wallet and use an exchange wallet if you’re just starting out, but don't keep too much there.
Also using a proxy for buying and storing Bitcoin is an option if you want to hide your real IP address, i think most people do it.
Use an exchange wallet only for buying and selling Bitcoin. Do not store anything in an exchange. Even a hot wallet or a mobile phone wallet is better than an exchange. It least they won't ask you for an ID.
Also, I find that proxies will only increase the suspicion of cryptocurrency exchanges when you use their websites - as they can easily be identified by IP address.