I recommend the following titles:
This author tackles an orthogonal problem to this HOWTO. Instead of focusing on ways to create an alternate identity or anonymously interact with the world, he discusses how to hide any and all data about the physical whereabouts of your original identity. Might be useful to implement his techniques as an extra protective step if you require ultra-high grade privacy. He also has written a book on how to run a business from your home.
This for-sale e-book covers quite a bit of the same info as the above series of books and the author has 15 years of experience in the identity creation community. Its main advantage is that it is a bit more up-to-date than the above books, and you get access continued update online.
This book, despite being a bit dumbed down, contains a very detailed description of how to generate a very wide variety of ID using consumer electronics and commercially available materials. Contains a more general approach than is seen on many Internet text files.
The Anonymity Portal provides links to several documents pertaining to anonymity online, including a mirror of this HOWTO.
The EFF maintains an excellent collection of privacy documents, links, and case summaries in their Privacy Archives
You might want to glance over this list of Privacy Enhancing Applications. Pretty much everything there is covered here, but this is a nice quick reference cheat-sheet.
The Panta Rhei Wiki has several documents that cover pretty much everything covered here.
fourthamendment.com contains an extensive online book detailing various case law and other aspects of search and seizure.
Actvistsecurity.org puts out a decent RTF E-Book about how to maintain the security of an organization that may be under political fire from the police state. The ideas presented there are a bit more high-level and suited to a group than the techniques presented here, although chapters 3, 6, and 7 are particularly useful for Phy Interaction for a single person. Many points in the book are especially useful for people in the UK, which is like a 1984 fascist paradise complete with roadside cameras that automatically track the motions of activist vehicles..
Spy vs Counterspy is an oldie that was emailed to me by some kind anonymous individual. Really interesting physical interaction material is available there, including information on how the FBI tails suspects. It is presented as a collection of series of articles, some of which are incomplete. Some of it is a bit batshit, but some of it is really interesting. I wish the author could have finished the Vehicle surveillance chapter in particular.. His fate is currently unknown.
Even if you do not use I2P, much of the information at Ugha's Wiki is useful for general anonymity.
The EFF and Reporters Without Borders have each put out guides on blogging anonymously. The EFF one has extra legal info tidbits about your rights and what you are allowed to say without getting fired. In addition, EFF also maintains a separate Legal Guide for Bloggers. The Reporters Without Borders one has extra info about blogging in general and several interesting essays, including information about censorship in various countries around the world.
Also, this HOWTO on removing all local auditing mechanisms of a UNIX system may or may not be of interest to you.
An alternate HOWTO on using Tor and Privoxy can be found on the Gentoo Wiki.
The FedWatch Google group can be useful for reporting and avoiding suspected sting operations. Use Tor, and remember to be very careful about your cookies for reasons discussed earlier before and after going there. Google uses the same identifying cookies throughout google.com.
There are also a couple useful forums on the lighter side of the web. TalkGold HYIP, in particular, has some really good discussions on how to move money around online. In particular, their Debit Cards section is a great place to find trustworthy and widely accepted "virtual credit card" merchants. Get Paid Forum and WebHostingTalk's E-Commerce Section also have a good deal of information about accepting money and conducting business online, though unfortunately neither of them particularly focus on the anonymity aspect of things. WebHostingTalk itself is useful for querying about the DMCA-resistance of various offshore hosting providers.