You don't need to use BitPay to accept bitcoins. The reason a business would
utilize it is to automate the conversion of bitcoins to a hard and/or more
stable currency while letting the user gain some level of anonymity or
pseudo-anonymity. That said there are other good reasons to accept it as
well. The fees to convert from bitcoins to hard currencies is lower than
accepting credit cards or paypal. Bitcoins are significantly less expensive
to accept and reduce the risk of fraud. That lowers costs for a business like
ThinkPenguin.
If there is a privacy advantage for our customers in accepting bitcoins
directly make that argument and I'll see what we can do. I don't think there
is any additional privacy advantage to the customer unless we spat out a
different address for each customer. We might do that at a later date too.
Until today though we have only accepted bitcoins directly when customers
have requested it. Bitpay makes the process of purchasing with bitcoins much
easier in that the process is automated and users can simply check out like
they would had they been using a credit card or paypal.