How to be an anonymous author and stay that way:
Trust no one.
Don't meet people. I conduct 99% of Belle-business through an anonymous, encrypted email account. No one meets me who doesn't have to.
Seek advice from the people who know. The aforementioned email account? Recommended by Jet Set Lara. The agent? Recommended by Mil Millington.
Guard your private details. Protect your name like you would an asset. Even now, most people associated with the book have never known my real name, and none knows my address.
Don't be afraid to cut people off. If someone smells like a rat, they are.
Keep good records. My call girl name, my writing name and the pseudonyms the people who've met me use - all unique, all unrelated.
...But don't write too much down. There really are people whose job it is to go through someone's rubbish. Consider investing in a crosscut shredder.
Ignore the hype. Parties and expensive lunches and book signings are probably great, but I'll never know. Similarly, meet people in unexpected places. Belle de Jour does not, alas, take lunch with her editor at the Ivy.
Trust no one. Worth repeating that one. Think you can keep a secret? You're going to have to keep it from everyone you know and everyone you meet, possibly forever.
Get lost. Take a holiday after your book comes out. Turn off your phone. Stop reading email.
Do interviews by email. No photos, no meetings, no voice recordings. There is no contract in the world that will convince someone to keep your secret if they really want to shop you out.
Be patient. The media lose interest eventually. Until then it's a long (and nerve-wracking) road.
Anonymity costs money. I never begrudge the fees that go to my accountant and the byzantine arrangements that mean I can be paid without the publishers knowing my name; it's just what the privilege of anonymity costs.
Build good will. If you're a writer, be an on-time and on-spec writer who says yes to everything, and delivers. I've only had one bad run-in with features for print media, and I reused the material elsewhere, so it wasn't so bad.
No, really, trust no one.
Luck is the end result of a good plan. I got lucky, because I worked with the best in the business. Someone is only as good as his word if he has as much to lose (or gain) as you do.