Which crypto exchange to use? Tearing my hair out...

I have spent a few days reading review after review of different BitCoin/Crypto exchanges and I am no nearer to having the answer. So many of them have seriously negative reviews.

I went to a talk in CT about trading bitcoin and they highly recommended Bittrex, now I see negative review after negative review, plus I don't know how you transfer cash in to start trading crypto in the first place.

This is far more complicated than I ever imagined.

The site that makes the most sense to me is LocalBitcoins.com - it is peer to peer, you can see a dealers rating a bit like using Ebay.

Has anyone used this site and are you happy with it? Or do you recommend another site?

Etoro looks simple enough to me, but I don't think you ever actually own the crypto... they seem to own it and you have a dollar balance?

Very confused as to where to start in this process... any guidance welcome :)

Also I thought the whole idea of crypto currencies was to exchange it anonymously... but each site asks you for so much information and identification... I fear identity theft ...