You should only be using exchanges if you are using a VPN through Tor. That is You -> Tor -> VPN or similar proxy mechanism. Since the people using the exchanges are simultaneously the least likely to know how to set this up and know what they're doing, I'm leery of explaining how.If you're using exchanges and don't know how to anonymize your traffic coming from an exit node in the Tor network, I suggest you stop now.Instead, learn how to do OTC bitcoin. There are dozens of threads and tutorials scattered throughout the forum on it.Unless this is a serious amount of money for you, like at least a months wages or more, I suggest you take this as a lesson. Otherwise you'll need to buy fake identification documents and take some risks.I have a post explaining how to anonymize your bitcoins if you've bought them from an exchange, once you've found and read it I think you'll agree it's not worth the trouble, simply don't make the same mistake twice. OTC bitcoin is the way to go.