Troy Hunt, a Microsoft Regional Director and security expert:
I want to talk about practical, everyday things that people who aren't deeply technical can do to better protect themselves. They're simple, mostly free and easily obtainable by everyone. I'd also like to encourage those who do give online anonymity a lot of thought to leave their suggestions in the comments section, keeping in mind the target audience being your normal, everyday people.
Troy Hunt has been blogging about how people can secure their online identity for years. The advice in his blog post is excellent and I'd recommend that everyone reads it and thinks about the information that they give out online.