Anonymity can be of great importance in distributed agent applications such as e-commerce & auctions. This paper proposes and analyzes a new approach for anonymous communication of agents based on the use of handles as pseudonyms. A novel naming scheme is presented that can be used by agent platforms to provide automatic anonymity of communication for all agents on its platform, or, alternatively, to provide anonymity on demand. The paper furthermore introduces new approaches that provide authentication and anonymous payment schemes for agents. Performance measures for an anonymity service implemented for the AgentScape platform provides some insight in the overhead involved.