I bought my first ones from some guy through Western Union and we didnt use escrow, it worked great but I would not suggest this , Ive heard of a ton of scammers where you never get your bit coin. that would really suck!
I also have used a site called forbitcoin.com and pretty much you get coin for doing/or selling something. It works really well and I don't know how it would be possible to scam on there!