I will pursue these. Meanwhile should I try to connect with easier exchange to deal with? Don't exchanges offer at least minimal security?
If I buy (carefully) from individuals, can I expect a decent price?
AFAIK, there are no large exchanges which'd be able to help you.
There is a local exchange appropriately called Panamabitcoins.com which should be able to help you. I can't vouch for it, and it only just popped up in July, but the guy running it is fairly reputable.
https://bitcointalk.org/index.php?action=trust;u=49941Prices for a person-to-person transaction (without an exchange) will vary wildly, largely determined by how fast and safe the fiat payment methods you can use are.