There is no need to do this when buying Bitcoins. Just depends where you go. Going somewhere like LocalBitCoins, you can buy without ID and sell without ID, as long as you're not listed as a seller/buyer on their site. It's there to stop fraud, or at least help prevent it if you say charge back $100 on PayPal for those bitcoins you "didn't" receive.
"It never hurts to keep looking for sunshine" - A. A. Milne