Personally, I'm strongly against piracy. It's stealing, plain and simple. You can use whatever justification you like, but when it comes down to it, it's taking something from the providers that they spent money and effort to produce, without rewarding them for the products and efforts. You might think it's not stealing because you're just taking a copy of something, rather than the original, and to that my answer is "opportunity cost". If ten people shoplift a $10 album, then $100 in profit go missing. If ten people pirate a $10 album, then $100 in profit go missing. It's the same effect either way. If I go to the record store and shoplift an album, it's the same effect as if I went on Limewire and pirated it: I'm getting something I didn't pay for, and it's coming at the expense of 1.) the retailer, 2.) the label, and 3.) the artist. Why would you want to steal from the people who provide you with entertainment? Ever head of the phrase "biting the hand that feeds you"? To answer the arguments of "if I like it, I'll buy it", that's like saying "I'm only stealing stuff I don't like!" Also, take some time to research the Categorical Imperative.
Now, back to the anonymity thing. Personally, I don't think I particularly have anything to hide. With that said, I still don't like the idea of the government looking over my shoulder all the time. I don't even like when my roommates do it, let alone Big Brother. I don't want the government or my ISP to track where I go and what I do. That's one of the reasons I don't use a proprietary browser like Google Chrome. They could very well embed whatever spyware they wanted in there and have no obligation to tell anyone. I don't think they do, but I'm not going to chance it, especially when the very nature of the company is gathering information. I don't have any terrible online crimes that I need to hide, but at the same time, anonymity is necessary for freedom of expression. When people might track you down, you have to filter what you say. You can't say what you really want. That's why WikiLeaks moved to a Tor hidden service. They let out lots of sensitive information about corrupt organizations that have an interest in tracking them down and exacting revenge. In case you missed the implication there, I'm saying the "Church" of $cientology murders people. When you have the government monitoring what you do, it's mostly just going to end up hurting the law-abiding citizens, as the criminals will always find a way to circumvent the protocols, in much the same way as Freenet and Tor allow people to get around IP tracking. If the government enacts some kind of South-Korea-esque "real name" policy, somebody will just come up with a way to foil that, and I could be posting as Amadeus Franklin in Birmingham.