After a few transactions all of the exchanges raise your limits but if you are in a hurry just open accounts at more exchanges.

Well said, I would add that multiple well rated traders on local bitcoins are a much better time investment than multiple exchanges:
1) Lbc gives you multiple traders and limits with one registration.
2) Limits with each trader raise much faster than the exchanges.
3) Your reputation with every trader goes up as you work with each one.