Hmmm... I'm somewhat variable on this. Certainly I don't put my address online anywhere, but it's not like it's hard to work out what my first name is. There's even a photo of me on here!
I guess I try to leave enough information to not be entirely faceless online, but not enough for people to actually be able to find me in real life (or facebook, for that matter). I'm sure if anyone really wants to go to the trouble of seeking me out, they could.
I like a degree of anonymity online, but this is more to ensure I have somewhere I can talk without people I know in real life butting in/being offended than to stop random internet strangers finding me. Kind of attached to my username now (I use it in a lot of places), to the point where it's as much a part of who I am as my real name is.