The first one is the best because if enough people did it, it would create enough doubt in the accuracy of the stored datasets that they wouldn’t be worth anything to anyone except the person who owns the DNA. The problem is, as this becomes more popular more people related to you are going to get it done, meaning they will be able to automatically fit you into an identity based on who else had it done, their known identities and just the similarities between their DNA and yours. Trying to maintain anonymity only works if the data set is small. It looks like there is a market for a completely discrete secure dna sequencing company that doesn’t keep a copy of your genome after the fact and sends you a copy that is encrypted. Also it might be feasible to have some kind of kit that divides up the chromosomes into groups to be sent to different labs.
It can’t be that difficult and expensive to do this. Why not just wait until there is a kit you can buy to do it directly from your PC if you are concerned with privacy?