As said, there is a LOT of information that is potentially retrievable if you have enough power. Depending on your level, there are people that do this for a living, they're called white-hat hackers who do it with permissions (eg. to test the defenses), black hat hackers who do it without permissions (and usually low-level targets for fun and money - they also occassionally get caught) and spies (and 3-letter agencies) in cyberwarfare and they've had years of training and are usually backed by a large enough hand behind them that even if they are found out, nobody will hurt them.
Just changing your MAC address will NOT help. Your system also has a certain fingerprint and given enough logging, you can match that with a certain amount of certainty. So you need at the very least untraceable burners.
The matter of fact is that even civilians have very good sattelite and other reconaissance by either large companies (Google (Maps, Street View, Latitude, ...), Facebook (Location API and Facial Recognition), ...) as well as amateurs have access to drone's and small (toy) planes with camera's, GPS, cell phones, HD camera's in wrist watches and glasses. Imagine what a well-organized manhunt could have access to.
There are off course a lot of low-level criminals that get away with a lot (murder for instance) but those are usually inconsequential to the rest of the world. Given enough resources and will power others are easily found out (try building a nuclear fusion core or large enough explosive device in your basement without getting noticed).