Another wayis to enroll ina bag, butit is veryexpensive andonly an option ifyou are a professional.I useInteractiveBrokers,is agood runner andpretty cheap.
Aboutthe only other wayis to buythrough adividend reinvestmentplan(DRP), if a companyoffers.Intheory, you candirectly purchaseshares ofother shareholders,butin practiceitis almost impossible.
Buyingsomeone directlywould be the mostexpensive.(ensuring thatthe transfer of titlewas donelegally)DRIPSarethe cheapest way...it costs nothing tomany.
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