"They usually charge an additional $5 to $10 per month for the service. However, they all state that if the cutomer does anything 'bad' with the domain name (e.g. illegal pornography, spamming, copyright infringement), they will lose the benefit of anonymity. So it's not a true anonymous registration."
To avoide issues like this I registered my anonymous domains with an offshore registrar who are less sensitive to "what is considered illegal". I used yohost.org and I know if you look long enough you can find many offshore domain registries in such countries as Panama, Malaysia, etc.