How to transfer bitcoin bought online to my desktop wallet? Based on popular recommendations, I have started with Electrum as my Ubuntu desktop wallet and Coinbase as the way to buy bitcoin online.

However, it doesn't seem like there is an easy way to transfer bitcoins from Coinbase to Electrum (not without using a paper wallet).

Is this correct? If I want to conveniently buy bitcoins only, but want to securely store them on my own offline hard drive, what's the best way to do it?
You can easily send your bitcoins from Coinbase to Electrum. 

Once logged into Coinbase click on the Send / Request button on your left hand menu. A form will pop up asking for an email address or bitcoin address. 

What you want to do is enter in one of your bitcoin addresses from Electrum. Open up Electrum and click on the tab labeled "Receive". You can pick any address that is listed there under Main Account > Receiving.  Pick one, copy it and paste it in the Coinbase form that asks for an email address or bitcoin address. 

From there just complete the form and hit send. Your funds will now be transferred to the address on your Electrum wallet. Be sure to back up your wallet and seed. If your computer crashes/breaks and you don't have a back up YOU WILL LOSE ALL OF YOUR COINS.