I would like to invest in some gold soon, but would rather buy a big lump of pure gold than invest in shares assosiated with gold. where can i get the cheapest price, safest buy?

Im reading a book at the moment called the bull hunter by Dan Denning that goes into etf's and their trading strategies costs a tenner and published in 2005 so things have moved on a bit since then.I have never traded etf's but they seem to be incredibly popular at the moment for a global, diversified approach with cheaper access than mutual and ability to go long/short etc. . He mentions the american stock exchange has a gold index gdm with 36 companies