PEM vs. PGP formats

On the other hand, in terms of anonymity, you can always generate a self-signed key with TIS/PEM (I forget the exact term they use in the TIS/PEM docs, but you can just make yourself a certificate which doesn't really say anything about your identity).

Yes, but this doesn't provide the service I desire. I *want* to be able to sign a message, but I *only* want the intended recipient to know who I am. PEM discloses the originator's ID *in the clear* when I send a signed message. PGP hides the signature and all other information that identifies me within the encrypted portion of the message!