Let's say I am holding some bitcoins and I want to make an anon transaction using an anon coin (cryptonote,darkcoin..whatever).
Both has AT integrated into the core so AT gives me the ability to make this cross chain trading.
Yes - if both blockchains use AT then atomic cross-chain transfers will be possible.
As a user how I'm gonna find that I can purchase some anon coins and how many coins (in here I mean the price that I'm gonna purchase them)?
That is another problem which would need to be addressed. For now we are focused on the *most fundamental* issues (in the short term I guess you could probably use an "asset" to accomplish this assuming at least one of the blockchains has "coloured coins").
Also, is there an escrow or something after all ?
Escrow is another "use case" for AT (it does end up with the problem of "oracles" though if you don't just mean solving the "who goes first" issue).
Is there an Open-Bazaar-like decentralized exchange on top of it which could provide to the users some infos about this trading and possible an escrow service (or is this planned somehow)?
Also I assume that supports assets trading, right?
AT is much like a "foundation" upon which other things will be able to be written.
Also AT will be able to handle all sorts of tx types (for those blockchains that have things like "messages" and "coloured coins").