Now all the transaction has been go with the better streamline. I see from the past few months most of the popular wallet shows the dynamic wallet address so always using the new address better to being anonymous.
There is nothing you need to do for being anonymous. wallet and blocks will do that. There is no KYC information to transact the funds buddy.
Blockexplorers will help to taken out learn the details of the concern address. If you use the dynamic address nothing will affect you.
I just want to point out how poorly the privacy is considered on the top line for average Joe who don't know anything and might think that there is no link between him and exchanges. Although making lightweight HD wallets and dynamic address generation is at the most cases the best practice it all go nice until you reach the point where you will want to spend your coins as most of the people are using some software for this, well you will join inputs from different addresses to create an desirable output and we can say that there is a high chance that those addresses are owned by one person (because of joined inputs for transaction). I do not believe that somebody will think that you have used coinJoin or some other method as of today.