If you use TOR, then it becomes very hard to establish link bitcoin (address) <-> IP address. This doesn't mean that you can't be identified as an individual (you're not anonymous in this sense).
Bitcoins are anonymous in the sense that data stored in blockchain actually means nothing (its only numbers). But as soon as some "objects" (wallet addresses, transactions, maybe even off blockchain transactions on exchanges etc.) can be linked to you, you become vulnerable. If somebody is interested in you, it can start tracking you starting with this "object".
Most people will sooner or later leave something on the internet that can be used to link some "objects" to them.
For example, If you want to spend your final bitcoins or if you try to sell them for USD and withdraw your money, you will probably have to reveal your identity (to an exchange or to a merchant etc.).
Mixers may store logs and they can be even forced to store them because they get orders from the authorities (courts etc.). Exchanges store logs by default and they can also be forced to reveal info about you or your transactions. In fact, more and more exchanges demand that you send them copies of ID cards etc.
The guy that sells you bitcoins via local bitcoins can also be tracked by similar means.
Most people do security mistakes sometimes (for example, they forget to use tor one single time, they make mistakes when sending bitcoins and they create transaction which accidentally "links" two different addresses etc).
So if somebody has enough resources and motivation, it is very likely that your identity can be revealed. The question is if you're important enough that somebody will use their (limited) resources to track you.
You must be in my mind.
Those thoughts were expressed yesterday in a private convo in irc with a user.
Regarding Tor, don't forget that everything is traceable, even Tor. Think "within Tor limits" bogus nodes running (either exit nodes or whatnot).
I really really want to talk to you online
Even the team is anonymous. 
