I never really liked buying bonds due to the hassle involved and the lack of liquidity. I prefer to get my exposure to bonds through unit trusts as it is a far simpler way compared to going down to the banks or ATM to subscribe for government bonds or treasury bills.
In Singapore, you can invest in bonds by buying it through the primary market. The good thing about bonds is that the income that you get from it is exempt from tax. You can also use your CPF to invest in bonds. You are however required to set aside the first $20,000 in your CPF-OA and the first $30,000 in your CPF-SA before you can invest in the rest.
There are some great links to read up on the bond market in Singapore. You can view some useful info here: http://www.sgs.gov.sg/
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