There's a recent report in the news of a Harvard student who emailed in a bomb threat so as to postpone year-end exams. According to the report, he carefully covered his tracks using the best technology he knew about: he used a throw-away email account, and only accessed it over TOR.
It turns out that this last point -- using TOR to send his email -- is what made him easy to find. Officials simply searched Harvard's logs for anyone who had recently accessed the TOR network, which led them directly to the culprit.
Arguably his critical mistake was using Harvard's WiFi for his TOR access; going down the street to a coffee shop would possibly have prevented his identity from being tied to his Internet activity. But in that case, TOR would probably have been unnecessary. And in fact, the interesting point is that his use of TOR completely failed at its primary purpose of providing anonymity, but instead simply provided him a completely false sense of security.
This principle easily extends to other anonymity tools and techniques as well; encryption, proxies, and others: if the tools are not popular, then the fact that you're using them alone makes your activity suspicious, making you an immediate target for investigation, interrogation, etc.
So how do you deal with this? Can you really trust TOR and other anonymity tools to make you anonymous? Would layering these tools help? Or would it just compound the problem?