I've always allowed posting by anonymous users. So far, I've even let them remain anonymous if they so choose. In part, I'm lucky that Drupal doesn't suffer under comment spam the way MT and some other systems do.
Many people (in part frustrated by commment spam) have taken to turning comments off. Others don't see a lot of activity in their comments.
But having open comments let interesting things happen. I've got a really interesting discussion going on about Zip.ca (Canadian version of NetFlix). I posted a short article a long time ago, but obviously this is one of the only places that people can vent.
And now, fed up with the lack of access to any feedback channels at Zip.ca directly, "JM" has posted their corporate details.
The lesson here is that all companies need a certain level of openness. Participate in the conversations that your customers are having, because if you don't, people are only going to see the bad news.