Depends on your volume. If you plan to just spend a few hundred a month on gear and other shady stuff then find another exchange that links to your bank account or credit card like Bitstamp. If you plan to heavily trade or buy lots of shady shit then get a solid online wallet like Blockchain.info and use
www.localbitcoins.com and do face to face cash deals to buy and sell your coin completely off the grid. Directly receive/send the coin from the cash sales to Blockchain.info wallet, then get a hardware wallet like Ledger Nano or Trezor for cold storage when you aren't actively trading and just leave some in the blockchain.info wallet for your dirty work and other stuff you buy with BTC.
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