anonymity/privacy is a right that, like any other, you have only within reason. if an agency (police or otherwise) has cause to suspect you of specific prohibited activities that represent an abuse of that right, then a competent third party (preferably a judge rather than a politician) has the authority, subject to well documented and understood rules, to remove your right to privacy and inspect your activities.
in other words: it must always be possible to exercise privacy invasive oversight of specific individuals, but to do so to everyone is an abuse.
techno-utopians have a habit of assuming that encryption and obfuscation methods such as TOR can give you rights that otherwise your government would take from you. it is part of the great myth of the surveillance society, but this is silliness. no technology is ethically aware, it doesn't know whether it is being used by the secret policeman, the freedom fighter or the terrorist*. you can never hope to replace rights with algorithms.
you should by all means encrypt and tunnel your web activities to keep them from the eyes of criminals, but you should never do so out of fear of your government. there are rules to stop bad policemen trawling for evidence, they should be all the protection you need in a civilised country. if they fail you then everyone is in trouble. in lesser countries, you would be well advised to try and mask your activities from the government also, but if you rely on something like TOR then i doubt it would do much good as it offers rather famously flawed security.
* at this point someone will no doubt think that there is no real distinction between two of the above. this is another popular myth. please put it down and step away from your keyboard.