A friend of mine mentioned a website bullion vault [1] for buying/trading gold.

I read somewhere, I think on that website, that if you acquire gold bars and were to take them home, leaving them on the TV to look cool or something, when you come to sell them again you will need to have them assayed to ensure that they are of a decent quality. If left in a vault the whole time there is no need for this analysis as it's known that they could not have been tampered with.

So I would second Dino's thoughts and say that sticking with an online trading account is probably your best option.

Cheers


[1] http://www.bullionvault.com/
[2] http://en.wikipedia.org/wiki/Metallurgical_assay