You can only send coins from an address that has either had coins sent to it or has mined coins. So, no to your second question. The is fundamental in the way the block chain works.
So you can't just generate a one-time address to send BTC from without transferring BTC to it first?
Correct.
So theoretically, you should be able to trace any transactions back until you find the block they were generated in, right?
Yes. This is how counterfeiting is prevented. This is the public block chain.
If you want anonymity you must prevent any link between your public address and your identity.
Other than general paranoia, I don't really need anonymity, but isn't your IP recorded with your address?