The best exchange you can buy bitcoin with cash is coinbase if you're a u.s. citizen. Every exchange wants many documents to verify your identity for cash deposits or withdrawals. You can try also localbitcoins but I don't think you will be able to buy big amount of bitcoin without verifying your identity.
Indeed, with cash you need to go through all these verifications in order to make sure that there is no fraud and money is not from some illegal business. If you are having tough time n buying bitcoins with cash, go for some altcoins and then trader them for bitcoins. In this way you can grab bitcoins too.