The possibility to be anonymous or pseudonymous relies on you not revealing any identifying
information about yourself in connection with the bitcoin addresses you use
Much easier said than done. Most routine e-commerce transactions will link the bitcoin address with other identifying information, and determined attackers can overcome the privacy of even extremely careful bitcoin users:
(1) If you don't use Tor, the merchant (or whoever your payment counterparty might be) will have a log or cache entry linking your IP address to your bitcoin address.
(2) If you use Tor, but the end-to-end info is unencrypted, the Tor exit node can (and you should assume will) have a log or cache entry linking your bitcoin address, any identifying info you sent to the merchant, and the merchant.
(3) If you use Tor, but forget to or can't turn off web cookies, your bitcoin address can be linked to a web cookie, which in turn is often linked to your IP address by an advertising aggregator like Google/Doubleclick.
(4) If you order goods shipped to your address, the merchant will have a log or cache entry linking your name, snail-mail address, and any other identifying information you gave, even if you used Tor.
(5) Each bitcoin record links your bitcoin address with those of all the counterparties that address has transacted with. Depending on the length and variety of the record it can reveal your shopping pattern which is often uniquely distinguishable from other shopping patterns, just as fingerprints or DNA are unique.
(6) Determined investigators or a software system somebody might write (similar to advertiser's software used to track user preferences across merchants) can gather and integrate information from different bitcoin nodes, vendors, etc. the bitcoin user's software has communicated with. Even if one log by itself doesn't tell much information, an aggregation of logs from several different merchants and transactions might speak volumes.
(7) etc., there are undoubtedly many other ways to link bitcoin addresses with other identifying information, caused by bitcoin itself, by outside entities the information-gathering and sharing nature of which most users will not be aware, or combinations thereof.
Secure anonymity on the Internet is pretty hard to do.
