I was playing minecraft a couple days ago and I saw a person with the anonymous clothing as their skin and their name WAS anonymous. They built a sign displaying the website and then left. I thought I'd make this skin and upload it just for the fun of it.
I used the same things as always:
http://minecraft.decx.org/ - A website with RPG-style skin creating
http://www.minecraftforum.net/topic/3796-skinedit-new-version-13-april-alpha-3-pre-7/ - A downloadable that let's you edit/create your own skins in a more complicated/sophisticated way.