I mine directly into a paper wallet I created just for that purpose. The only thing keeping me from full anonymity is the fact that I'm using my own ISP instead of one of the many public hotspots available where I live.

The netbook I use as host computer is fully anonymous and I could connect through a throwaway $8 USB wifi adapter with its own MAC address. Nothing fancy, just BFL Easyminer (BFGminer) through Eligius, but pretty private except for being too lazy to connect through a public hotspot.

Hard to trace? It doesn't take too much to make your mining impossible to trace.

You've gotta love those virgin anonymous coins, not because it's a necessity, but rather on general principles.

Maybe I'm showing my age but wasn't that why my father was stationed overseas in WW2, to fight for freedom and basic rights like privacy and anonymity?