I am new to bitcoin but I am familiar with VPNs and wanted to ask specifically what your concerns are? While logging into which accounts? In combination with a firewall and a proxy a vpn system can totally anonymize your connection however I believe that your .dat file atleast to my knowledge is stored on your local machine so losing it would more so be a danger from things like key loggers or trojans. Anonymous browsing would not prevent such a thing from occuring if your downloading risky files or visiting dangerous sites. Correct me if I am wrong though please because I am sure there are people on here much smarter than I. I would use a anonymous system for things such as logging into anything that utilizes your credentials that could be possibally manipulated for gain like btcjam or paypal but as I said I really do not know for certain.