You don't have to go through Coinbase or any other electronic exchange. It's just that, like many things, it's more convenient so everyone submits to it, and therefore the government, voluntarily.
If meeting in person is not convenient enough- well, this is really just the tradeoff you make choosing between Coinbase and Craigslist. Convenience vs security/anonimity.
While true for some, let's be real, the real decision will be between convenience vs. tax evasion.