Assuming OP is not interested in having bank recording his transactions. AML regulations make it difficult to buy without electronic trail (err, less the blockchain, I guess) outside of doing cash transaction in-person. Mailing thousands of dollars is definitely not something I would do, but some people trust the mail services more than I.
Good luck. ETA: Oh - try the #bitcoin-otc channel on Freenode if you haven't already.
http://bitcoin-otc.com/