I actually did. I wrote my first publications, blog posts and software as W00d5t0ck. Now look that up on Google, and you barely find anything related to me on the first two pages.
My problem with anonymous publishing was that it’s not me. It was a named alterego of mine that never really existed. I put virtually no effort in keeping it alive, and due to the same fact I didn’t put effort into conserving those writings. Also, if you happen to find them, like with the wayback machine, you will find that it contains nothing, and I really mean nothing, of my essence. No one would say they were written by me.
So I hereby suggest to all writers to publish under their own name (unless they have really good reasons not to). This will put a small part of your essence into your work and will make it live forever.