I've read that it's a good security practice for a newbie after acquiring some bitcoin to put all your coins in a new wallet that has never connected to the network.  Can you help me understand what good that is, because I'm assuming you can't do a transfer between wallets offline, right?

Seems to me the very act of sending money from wallet #1 to wallet #2 leaves a blockchain fingerprint… so if Evildoer Eddie was involved in an early transaction with you, he can figure out any wallet address you've moved money too as well, right?  And if you're a distant protester worried about the computing power of NSA, I imagine they can follow your personal bitcoin moves rather easily after a pressured vendor or exchange contributes the first wallet address to their cause.

Just an aside: I find it interesting that in the course of its academic effort to test some hypotheses of cracking anonymity, a UCSD/GMU paper (Meiklejohn et al.) indicates the researchers scoured bitcointalk.org posts for tips on addresses associated with major thefts or now-defunct services.  (Just because you're paranoid doesn't mean they're not watching you.)