is it that different from buying bitcoins by meeting physically with someone and paying cash? or do you buy bitcoins from your personal computer? I guess no way will be truly anonymous
The seller has your mailing address. Mining is probably the most anonymous way to do it, and by far the least cost-effective. There are, however, ways to launder your bitcoins if you really want them to be anonymous, regardless of how you acquired them.
You can mine another cryptocurrency with your GPU and use that to convert to BTC. That's actually mildly profitable if you choose the right currency and your electricity costs are not too high.
I mean, imagine you go in with a baseball cap, and you go to a store that's nowhere near where you live. Is anyone really gonna be able to pull that up and ID you in 6 months? A year?