These days I order all of mine online. I have my own house and get them delivered to the post office. They come in plain brown boxes so it's not much of an issue. I doubt the postal workers really care what's in my mail. Even if they knew, I just grab a plain box and go to the car with it so nobody else would have a clue.
When I first started out in my teens however, I used to go to a pharmacy at the next town over to minimize the risk of bumping into someone I knew. I also used to buy girls teen sized Goodnites. My logic was that they couldn't be for me since they were for younger girls, so I could say I was picking them up for someone else. Flawed logic I know lol.
One time I got the courage to pick up some plastic backed Depends. I made sure there was no one near the counter, went up quickly to buy them, and rushed out the door. It was nerve wrecking but I managed. I was kinda underwhelmed by the Depends and discovered much better diapers years later.
These days I wouldn't dare buy them at a local store. I work in the public and live in a small town, so it would be pretty much guaranteed that I would run into someone who knew me. Plus I now know that most store brands suck.
