The government goes after the lowest hanging fruit. Keep your IP Address, shipping information, and obvious payment information (credit card => awful idea) away from any third parties and you're good to go. At the very least this means using a VPN/Tor/combination with a separate browser that won't supply tracking information. Watch those cookies and temporary files.

Less obvious information to keep away: Shared user names. Silk Road tag the same as your blog tag? That's how you get doxed. The government doesn't need probable cause to follow up on a lead.

Paying with Bitcoin through a mixing service is unlikely to do you in.