The EFF has an interesting article on Howto Blog Anonymously.
What's a more interesting question is why would you want to?
It's not that I can't think of a reason, I'm just curious as to why people feel that they need to talk about something, and then choose to disassociate themselves from their words.
Sure, there is the personal security aspect. When you open the door to the world and allow them to peek in, there is always the risk that something you'd rather not let get out gets out, and somebody you'd rather not know about it will learn about it.
A small variation on this theme is the "my work doesn't approve of my opinions" aspect, in other words, your job security.
Are there other reasons to try to communicate with others while remaining anonymous? Shouldn't we all strive to make statements which we will stand by with the integrity of our own names? If we aren't going to stand by our statements, then why bother making them in a public forum at all?