First off I want to state I am a systems admin with over 12 years experience in web servers, virtualization, networking and pretty much all aspects of servers. I see people say vpn this and vpn that and its silly, here is why.
I have owned and operated service businesses such as VPNs, shells, hosting, etc; and if you are issued a subpoena you MUST provide logs or you will be prosecuted and held responsible for whatever is done. About a year ago I setup a new protocol for a large proxy/vpn company that states all over their sites they do not keep logs and it is truth to a point.
It means they do not keep packet and all request logging, mainly because no one really does unless a company or something running a tight ship and it uses a lot of resources to log such data. HOWEVER, connections logs are kept and retained by every provider, especially in the US. How this goes is as follows, You connect to lets say a pptp as user, the logs will reflect your login, where from. Most setups use wtmp/utmp (ever did last or who inside a linux box?) so it will have user - your real ip and then in pptp logs the IP you was leased. You have officially changed your ip to the VPN ip and it is fully traceable to your home ip or billing info. In setups like this they dont need to keep logs of all external connections.
There is no fool proof way to stay anon but a good start would be using a socks chain OR a very slow vpn/proxy from a country that is not known for participating with US authorities such as china. Using an American, Aussie, or UK company with foreign servers does you no good either. They must provide records for those as well. A socks chain onto an RDP that uses TOR would be about the best way possible to go.
Be a pal and post this in /r/privacy