Well, it sounds like you use no-records OP's. From what I have seen, is that unless you purchase large quantities from these types of places, you aren't going to get into trouble.
My own opinion is that if you have a legitimate medical reason for buying these medications, whether you have medical records or not, you can't get into trouble. You are being prescribed an FDA approved medication by a licensed doctor in good standing, which is issued by a licensed pharmacy also in good standing and nobody can do a darn thing about it. Of course, that's just my opinion. The laws aren't very clear-cut (not yet, anyway) and it hasn't really been tested in court.
If you're a drug-addict or drug-dealer, then all bets are off.