If you were to ask me, anonymous living in the US is impossible. You simply can't do it. Think about it for a moment. Would it be possible to walk into a town, obtain a dwelling, find employment, and do it without anyone really knowing who you are? Well, Popular Science tried to do it for a week...and learned some interesting lessons.
Check out the site for more information. Or if you want some tips, you might want to check out the following titles available here:
Privacy Defended: Protecting Yourself Online
Protect Your Digital Privacy! Survival Skills for the Information Age
The point is, your identity is not a secret. The question is, what can you do about it? In this day and age, I really don't think a person can live off the grid without some significant compromises...but could you really sacrifice 'life' as we know it to do so?