Underground or above?

I've always thought since the onset of the WWW explosion whether it is better to use this public advertising facility to promote oneself throughout the world. Or, to stay underground not revealing one's real identity? What are the pros and cons? Eitherway I for one definitely feel its difficult to stay completely covered and still be a person associated with the internet. Because somewhere or the other, you got your personal information stored on the net and it wouldnt take much effort for a highly determined person to search your details out and associate them with the right person - you. We have our information somewhere - simplest being when signing up for email accounts (who does not have email these days), signing up for just about anything useful..including blog hosting companies like this!! So which is better strategically? If you go public, then you would be public property and you shall lose your privacy somewhere. Its the same as perils of fame - although this is a free for all!