What, did you expect bitcoin to suddenly create an anonymous economy out of thin air? Unless you can create value, and then charge bitcoin anonymously for that value you have to convert previous holdings into bitcoin. You can do so anonymously via cash P2P. But if you would like to convert funds from the current system, you have to 1) use the current system 2) play by their rules.
This really doesn't even hurt the anonymity of bitcoin anyway, simply buy your bitcoins, run them through a tumbler, and voila, out comes anonymity.
I've never used Bitinstant, Coinbase or any of the other services that would attach my info to btc. I've worked to establish trading trust with other Bitcoin users and have traded physical metals and electronic gear for btc.
It takes a little more effort but all good things do.
This really doesn't even hurt the anonymity of bitcoin anyway, simply buy your bitcoins, run them through a tumbler, and voila, out comes anonymity.