I forgot, maybe I should also say that there might be risks in using public mixers, depending on the legislature you're under.

Let's suppose you use a mixer, doesn't matter for what. The idea of a mixer is that your coins will be used by somebody else, and somebody else's coins will be used by you. If this somebody does something nasty and the trace is being followed somehow, it could end up on your wallet or exchange account. People could end up reaching you instead of their original target. And if you say "that's not me, I was using an anonymizer", that by itself may bring you troubles in most jurisdictions of the world.

Honestly, if you want to be truly anonymous, avoid non-anonymous exchanges like MtGox. Even OTC is might be risky if you use bank transfers. The only safe harbor is cash, unfortunately,