I just submitted a paper to the Journal of Experimental Psychology: General. Like many journals, this journal allows masked review -- that is, at least in theory, the reviewers won't know who you are.
On the whole, I'm not sure how useful blind review is. If you're pushing an unpopular theoretical position, I expect reviewers will jump on you no matter what. If you're simply personally so unpopular that no one will sign off on your work, you have problems that masked review won't solve.
But the real reason I chose not to use blind review was laziness -- it's a pain to go through the manuscript and remove anything that might give away who you are (assuming this is even possible -- for instance, if you cite your own unpublished work a lot, that's going to give away the game and there's not much you can do about that, except not cite that work).
But I'm curious how other people feel about this. Do you usually request masked review? Those who have reviewed papers, do you treat masked papers differently from signed ones?