This blog is anything but anonymous, which is why there are some things I won't discuss here. Those topics I save for my real journal, or the ears (virtual or otherwise) of good friends. I started blogging, in large part, as a way to kick start my writing. I also hoped to engage a couple of distant friends in occasional dialog.
It would be very difficult for me to write while trying to censor myself for anonymity's sake. Also, writing anonymously would probably discourage commentary with the friends I had hoped to engage.
A few of my friends who have their own blogs don't hide who they are. They put their whole beings out there for any and all to discover. Their blogs are very interesting, and usually full of good commentary by others.
When I stumble on blogs that reveal little about their authors, I usually don't go back. I'm not sure what the point of blogging is if you are not revealing at least a bit of yourself. If you just want to write for yourself, keep a journal, not a blog. Don't be an Admiral Stockdale, asking your audience "Who am I? Why am I here?"
For those who like to journal, a few years ago I found a really great journaling program called Life Journal. You can have multiple journals. You can assign indexing terms to entries, so you can find them later. The program also has prompts, for those days where you want to write but the mind just goes blank when you sit down at the keyboard.