Firstly on the topic of PoW vs PoS
Basically the reason you need a proof of is to verify somebody as an individual more or less. If there was no proof of then you could kind of say you are 1,000,000 different people and then you are 1,000,000x more likely to be able to add to the public ledger (the blockchain). This obviously isn't good because then people could do such a thing dishonestly and perform a 51% attack easily. Proof of Work sort of acts like a very very complicated sudoku puzzle. It's very hard to solve (takes a lot of computing power) but it's very easy for somebody to look at a solved puzzle it's easy to see whether or not they have done it correctly. When Satoshi created bitcoin he/she/they sort of (in my opinion) had the vision of everyone having roughly the same amount of computing power and thus 1 computer solving these sodokus = 1 vote on the public ledger. This is obviously very over simplified.
PoS on the other hand basically works instead by verifying how many coins you have and then 1 coin = 1 vote on the public ledger. It's not exactly votes but it helps to think of it that way. In reality 1 coin or 1 PoW solution means you have a ticket to the lottery that is an entry to the public ledger (and thus the block reward that comes with it). PoS does have problems with the distribution of their coins and they deal with it differently. NXT had all of the coins created when NXT was created. They were distributed based on how many bitcoin people sent to a specific address (not sure if they were destroyed/burnt or went to the creator). Peercoin however, which I believe came slightly before NXT relies on PoW to distribute the coins and then as they are created over time the network morphs to a PoS model. I believe this to be a much fairer system and I think it will probably decrease price volatility in the medium term due to a fairer distribution and less "whales"/people who bought in early dump their coins to cash in.
On the topic of anonymity/privacy
Just to be clear you can use bitcoin through the tor network. I have never done it myself but you can definitely do it.
The problem with anonymous coins though is not mainly the fact that they are sent from a recognisable IP address (although that is a problem, especially when hiding spending information from people with access to the list of owners of IP addresses). The main problem to privacy is the idea of a blockchain which lists all of the transactions that have ever taken place to and from each account. If you aren't familiar with a blockchain my talk on PoS/PoW was probably confusing. You can check out blockchain.info to explore the blockchain. The reason this stops anonymity is because if somebody can identify your account and tie it to your person (ie when you buy bitcoins from an exchange after supplying said exchange with your ID) then the people with that knowledge can see how much and where you send your bitcoin too. If they know who owns that account you send it to as well then they understand completely what you're doing.
I'm no cryptographer but as I understand it CryptoNote projects such as Monaro and Bytecoin show the most promise at the moment (although I could well be wrong, i know very little). But when Zerocash comes out that will be the "winner." I could be very easily swayed on this though. If you're interested in the topic then I suggest you check out Kristov Atlas and his work in Dark News (check it out on youtube or google) and his book Anonymous Bitcoin which was released recently. Having read it I can say it's a fantastic read.
