According to this recent piece from InformationWeek, attempts to hide your online activities from the NSA will (predictably) make you a target:
When encryption is encountered […] the gloves can come off, with analysts being allowed to retain "communications that are enciphered or reasonably believed to contain secret meaning" for any period of time. […] Since the NSA guidelines say that a person "will not be treated as a United States person" without a positive identification based on name, address, electronic communication addresses or geographic location, encryption users may because classified – at least temporarily – as non-U.S. residents by NSA analysts.
So if they can’t tell where you are, you lose your already dubious "rights." If you close a door behind you, there’s a 100% chance that you’re doing something very, very bad.