If you're willing to wait and are willing to throw down some initial capital you can also mine bitcoins directly. Freshly mined bitcoins are difficult to impossible to trace (not even to the machine that mined them) (with small variation in anonymity depending on whether you mine using a pool, and I think whether you can assume that your enemy doesn't control the vast majority of bitcoin miners).
Yeah; that was my first thought when the OP wanted to obtain bitcoins anonymously. Of course, getting access to compute power is probably easier for me than for most people, but eh, even so, it seems like the easiest way to go.
