I find it's helpful to use my real name online. It hasn't caused me any problems, but I do use some precautions.

• The only mailing address I give out in public forums is a post office box
• I usually post my e-mail address as a clickable link (or use my Hotmail address)
• I don't give my exact date of birth on Mudcat Resources
• I don't post messages that reveal that I will be away from home for a long period of time
• My home address is not published in the telephone book
• I don't mind people knowing my home phone number, although I don't usually post it in Web messages.
• If you attack or provoke people online, be aware that they may wish to fight back in ways you may not have anticipated. If you're not nice by nature, it might be an idea to be nice online for your own protection.

If you don't use your real name online, you may not need to be quite as cautious, but you should use some prudence about what you reveal about yourself. I think that women need to be a little more cautious then men, but I don't think anybody needs to get too paranoid about Internet privacy. I'd recommend prudence, not paranoia.
-Joe Offer-