You could use TOR if you don't want anyone to know you're even using Bitcoin.
Bitcoin is still very new and has not been independently analysed. If you're serious about privacy, TOR is an advisable precaution.
Tor is a extra layer of privacy and anonimity, but it isn't the ultimate answer. Check out
http://www.torproject.org/download.html.en#Warning, to understand what Tor does and doesn't do for you.