So I guess for now we throw torify in front of the miner and if this takes off wait for (or help with) patching miners to try and proxy .onion domains? Or maybe I should say, adding a new user, turning off LP and doing torify python phoenix.py ... Just Works. And cgminer uses curl which supports SOCKS (and of course see the Tor FAQ about SOCKS and potential privacy issues) so it should Just Work too, but I haven't fiddled with that yet.
Yes, both torify or SOCKS5 proxy in miners should work. Actually it would be really amazing if somebody write short howto for running miners over Tor (maybe to bitcoin.it wiki?). Unfortunately torify works only in Linux, so Windows users need miner with SOCKS5 support.
I'm game for some of the contents at least (no Windows here). There's already a Tor page on the bitcoin.it wiki, but it's for bitcoind/IRC usage rather than mining, but the basic setup stuff is there. Perhaps adding a Mining section, covering Linux and OS X (which I assume has torify too, but checking now) and hoping someone with Windows can confirm what I see googling about setting http_proxy in Windows and hoping cgminer+libcurl for Windows obeys?
EDIT: Page edited, OS X doesn't have torify so I just put Windows and OS X in the same section about "try setting http_proxy". I don't know if more client specific information should go on the client pages (which are kinda sparse at times) or here.