(1) If law enforcement authorities ever have probable cause to get subpoenas to find out who are, you will no longer be anonymous. That simple.
(2) If you use a credit card to buy a Typepad subscription, employees of Six Apart will know who you are. Unless you get yourself a gift credit card.
(3) Most anonymous blogs are found at free services like Blogger. Everytime you log into Blogger, they get your IP address. Do a Google search for "anonymous web surfing" to find ways to mask your IP address.
(4) When you send out an email from some email services like Yahoo, your IP address is sent to the recipient. Gmail didn't do this the last I checked, but one would be advised to use the anonymous web surfing technique when sending emails.
(5) Same applies to leavng comments on blogs.
(6) Does anyone really care enough to put effort into figuring out who you are? Having a blog that no one reads (99% of blogs) is a great source of anonymity.
(7) I support anonymous blogging because otherwise there is some important speech that people would withhold for fear of reprisal. The Federalist Papers were originally published anonymously.
(8) Half Sigma is not an anonymous blog, I just choose not to put my name on my blog's home page. It's very easy to find out my full name, address, etc.