If you want to buy crypto for USD, what's the alternative to using an exchange? A lot of people buy crypto by wiring or mailing their money to someone they don'

If you want to buy crypto for USD, what's the alternative to using an exchange? A lot of people buy crypto by wiring or mailing their money to someone they don't know based on an eBay-like reputation system. Systems like this do exist, but does it make sense to use them when there are reputable exchanges that are easier/safer/cheaper? Especially considering that when you buy crypto on an exchange, you can still transfer it out to a wallet that you control.