I'd like, at one point, to create myself a bitcoin wallet using an offline computer and then store that wallet in a safe (either printed, encrypted, on a sheet of paper or encrypted on a USB stick). However that requires quite some time and some skills, which I don't have yet (related to bitcoin -- when it comes to Linux / boot-only CDs/DVDs and PKCS etc. there's no problem: I'm a long time Linux user and I do know a bit about crypto stuff).
Meanwhile I may want to already buy bitcoins online (say if a crash happens I may decide to buy some).
If I open an account on, say, mtgox, can I immediately buy bitcoins and if I can, can I then transfer the very bitcoins I just bought to my own personal wallet (the one that I'll generate later on offline and put its private part in a safe).
As a side-question: where are the bitcoins that I buy on mtgox stored? In a wallet belonging to mtgox?