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How do I buy Bitcoin without involving a CEX?

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I am fully aware that CEX is for dummies, especially now that a different one seems to implode each week. I know I am late to the early adopters club however, I am interested in holding some insurance against financial collapse. In the end, I would like to hold bitcoin in a cold storage wallet, but everything I've seen seems to suggest that the only way to get there is to buy via a CEX then transfer it out of the exchange.

Since the CEXs have proven that they are unreliable and untrustworthy, how do I go about getting Bitcoin without them?

submitted by /u/jlaw224
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