Bitcoins are valuable, as you see, they are going for $46 a pop right now. There are only two ways to get BTC. You either buy them from someone who has them, or you "mine" them. Personally, I mine bitcoins (get paid for doing work for the system) but its highly specialized and barely profitable, so I don't recommend it.

If you just want to see what the bitcoin world is like, why don't you buy one from https://localbitcoins.com/

It's local like craigslist, but for bitcoins. You could also try buying bitcoins on ebay, but they are overpriced because sellers fear the buyer will file a chargeback and they will have no recourse.

Other than that, you may just have to bite the bullet and go with one of the exchanges. Dwolla and Mt.Gox are probably the most reputable, and I've been using them since I started in 2010. Their verification process sucks, but its no worse than what the offshores put you through, and at least they are legitimate companies.

Let me know if I can be of more help.