1. Why don't you just split up the transactions
2. If they are trying to catch Bitcoin sellers, then why are you concerned about being busted as a buyer?
3. I don't think that it is a big issue as long as you do not buy everything in 1 massive transaction.
4. Buy on Coinbase and then put the coins through a tumbler into another wallet. It turns out to be cheaper than most LocalBitcoin advertisements and is physically safer than Localbitcoins.
This is all assuming that you want your Bitcoins to be anonymous? If not, just buy on Coinbase and don't be sketched out about Bitcoin, it isn't like you are buying drugs