This is very slightly off topic, but
Why buy locally? Does it seem safer for some reason? Or is it because the exchanges are too hard to put money into? I've seen those websites that help connect people who want to buy and sell locally, but I don't understand the attraction.
1. It's generally anonymous. The guy you're trading with doesn't need to see your ID. He doesn't need to see your driver's license. He doesn't need to know your Social Security number. He doesn't need to see a bill within the last 3 months that proves you live at the address you say you live at. Any exchange involving USD will want at least one of these, if not all of them.
2. Show up with cash, buy the coins, go home. You have to pay for gas, but, that's about it.
3. The exchanges are a bitch to put money into, as you said. No matter what you do, there's a lengthy process involved. USD is just fucking hard to move around, thanks to regulation; the gov has to make sure you're doing what they want you to do with your money.