It has its advantages, but I guess it depends on what you're using it for. Tor is pretty useless for things like Bittorrent. I don't encourage illegal downloading (buy your music!), but I guess I can say that Newsgroups and WASTE networks are a lot safer than P2P applications. If you're in the U.S., your ISP is required to keep records if your activity in case they are subpoenaed, so there's little you can do to be 'truly' anonymous.
Dunno.