I think you have right. All such sites din't really give you anything. Of you need something real you need to have an own Linux set up as a server and a couple of friends with similar servers, all anonymous, then you build a chain of the servers and go through this chain. Without such circumstances it's gonna be hard to have a real anonymity. On the other hand, at least _some_ sites which offer you "anonimity" are property of somebody who uses them to collect all data of people who go through these sites.