Yeah if you're not in the States then localbitcoins would be the way to go. They do have automatic escrow built in last time I checked and generally it's the easiest place to find sellers. The only issue I have would be that pricing wise they are usually a bit worse than the exchanges. I would advise you try and spread your transactions over a few people (all with high feedback) to minimise the effects if you do by scammed (unlikely but it has happened before).
Thank, I wouldn't even consider doing any trades there without an escrow and as I said I'll try with some smaller amount to see how it goes and will go from there.
What about Cryptsy ?
What about it? Do they offer turning bitcoins to fiat in different local currencies? I don't know about it, if you do, please share.