Exchanges are fine for a $10K or less, but what if I need $1 million? Is anyone doing these figures now?
I doubt you're in Europe, but here I'd try BL3P.eu (created by Bitonic). It allows me to withdraw 100k euro per day (which, unfortunately, I haven't been close to).
Bitonic shows this on their website:
Are you planning on investing a larger amount (over 50,000 euros) in bitcoins? Not a problem! We would be happy to discuss your options with you. We already have experience with dozens of large-scale transactions.
If you can handle euros, you can drop them a message.