Lots of different aspects to think about. Main thing is to not let perfect be the enemy of good.

A few things that improve privacy meaningfully:

-Run a node and connect your wallets to it

-Buy non KYC peer to peer, your payment method can have varying degrees of privacy but at least you're not leaving transaction records with a centralized honeypot

-Coinjoin after purchases (I tend to let sats stack up a bit before I join a round)