I too have been looking into methods of buying BitShares that don't involve the use of a bank account or compromise your real world identity. There are very few options, but I'll tell you what I have found.
At this point in time it's very unlikely owners of BTSX shares will be willing to directly sell shares to you. Most here are in the process of buying as many BitShares as then can afford.
Another option is to locate a proxy agent. You could post a request here in the marketplace of this forum, asking if anyone would buy the shares for you and send them to your wallet. Of course you would have to pay their fees and probably a significant profit to make it worth their while. And how will you pay them for the shares? Send them a money order, or some other real asset like precious metals? That might be an option, but in my experience it's rare to find anyone willing to do this. There are always so many fees to be paid to redeem hard assets, not to mention escrow fees and the profits of anyone you don't already have a trust relationship with for acting as your purchasing proxy.
There is also LocalBitcoins.com, a commercial proxy agent that's made a business out of matching bitcoin buyers and sellers. They act as an escrow service and hold the seller's bitcoins until the seller acknowledges receipt of the buyers funds.
Another commercial proxy agent is CashToCrypto.com. They offer 2 ways to buy bitcoins, 1: through two or three specific banks they have relationships with (see their website for details), or 2: cash by mail. CashToCrypto.com is one of the sellers listed on the LocalBitcoins.com website and enjoys a 100% positive transaction rating. You can use any delivery service to get your cash to them in Athens Georgia. They don't take postal money orders due to the lengthy time it requires to validate them. You should also be aware that the USPS won't allow you to send cash in the mail (if you tell them!), nor does USPS insurance cover a loss of cash should you send it anyway. And of course if you literally send them cash you risk it being lost in transit, depending on your choice of delivery services, and, depending on the honesty of those working for CashToCrypto, who has just been in business for a short time (less than 2 months). Although it's no guarantee, it's doubtful they would risk a business reputation by outright theft, especially if you take precautions with your packaging and choice of delivery service. CashToCrypto has also been offering promo codes on their facebook page and on bitcointalk.org which waive their 2% fee.
I decided to take the risk and use CashToCrypto.com. I was able to use one of the promo codes and thus only had to pay the normal bitcoin transaction fee, not their 2% fee. I chose not to utilize the escrow service offered by LocalBitcoins.com to save that fee also. I used an overnight delivery service to send the cash. They sent my bitcoins to my wallet with an hour of them receiving my package.
You will need to have an account on an exchange that sells BTSX shares, such as BTC38, Coinbase, or bter, to name a few. Some allow you to setup an account anonymously (is anything on the net really anonymous? Use TOR, IP proxies or your favorite tools of choice to be as anonymous as you like) with only an email address. Once you have BTC you can easily buy BTSX shares. That part of the process is straightforward.