Hmmm I reckon others can chime in on security services n such, but I thought I'd go over the obvious operational stuff.
The importance of anonymity simply cannot be overstated. The less ppl know of ur plan, the less obvious u telegraph it, the less u risk attracting attention. Don't dress the way u usually do, drive ur daily car, use ur regular phone, meet at ur home, etc.. I'd go as far as saying u should have asked this question using a throwaway account instead of ur main one, but what's done is done.
If u r buying this from an establishment, ask them if they can deliver it to u? Pay a small fee for the delivery service, have the peace of mind of collecting the item from seller on safe grounds. Pay for the delivery, pay for the location, pay for security. Don't skimp if u feel anxious about not being secure, better spend and err on the side of caution.
If ur buying from private seller, u can still arrange for a similar meet some place relatively safe - a restaurant/coffee house in a 5 star hotel, a hotel room, business center etc. If u have a regular place, even easier. Or if u have the membership, can arrange to have them come as guests n meet u at a club like KLGCC or Royal Selangor or something.
Perhaps other fellow members can give further suggestions.