Regardless of staying anonymous or not, you are still being 'identified'. (This is not some paranoid rant.)
Basically, you are creating an online identity for yourself whenever you stay in particular online communities for more than one session and type things.
Large scale ramifications:
It is important to keep in mind that many companies and "other organizations" are collecting databases of information on people. Names, addresses, phone numbers: sure. But they also collect keywords on interests, relationships, attitudes, etc. This data has both marketing and defense intelligence value. For example, employers may be able to buy 'summary profiles' of potential candidates. Yikes!
There is currently research being conducted on pentaflop dataflow computing that will enable near-real time image analysis, for categorization similar to text analysis. So in the future, even pictures will become part of the present analysis methods.
Essentially, both non-anonymous and pseudo-anonymous net information will be developed into individual and group profiles.
This is not science fiction. If you are skeptical, just go to a job board and look for all the requests for data-analysis ai programmers. Then follow the links tot he companies that want those employees. Those jobs used to be about 'search'. Now they are about contextual analysis, both for search, but also for marketing data in the reverse flow direction.
Net anonymity can limit your exposure to this influence, but it can be circumvented by ingenious profiling mechanisms. For example, do you tend to use similar Avatar names on different sites? Is there a set of words you always misspell? Do you use commas in unusual places? Have a favorite idiom? In the large scale 'anonymity' is and will be harder to maintain in online social settings.