Austin Cline has a helpful post on How to Blog More Effectively About Atheism, Philosophy.
Should You Write Anonymously?:
Anonymous blogging is an especially serious question for atheists because of how much prejudice and discrimination there is against atheism. If you sign your real name to what you write about atheism and religion, assume that your parents, coworkers, and neighbors will find it. Assume that future dates will also find it. Assume that people where you apply for your next job will find it. If you don’t want them reading it, blog anonymously.
I write as Mojoey for a reason. It has little to do with friends and family finding out that I am an Atheist. Heck, even the people I work with know I am an Atheist. I write anonymously because I work in IT. Over the years I've acquired a lot of different skills. IT Security being one of them. When I started blogging, I did so to vent while in graduate school. I had no concept of audience, or even that I would eventually focus on Atheism. I did understand that my name would follow everything I posted. I knew that unscrupulous people would use my name and information from my blog to make my life hell. Identify theft, phishing, social engineering, all of these things are very real possibilities. So, I stick with Mojoey on the blog. For email communications with blogroll members, I choose to use my real name.
I am happy with using Mojoey for another reason. With over three years of heavy blogging behind me, I have collected several dozen death threats. I would rather they kill Mojoey, I hear he lives down the street.
The Friendly Atheist, Hemant Mehta, has a post on this subject. He prefers using his name. It is a mixed bag in the comment thread.