I was was using an alias I couldn't use this one.. There's already a Norwegian Ambient music guy using it. I'd get a guilty conscience for stealing it
Other aliases I've come up with in my teens, and whenever I look back I think "ugh, really? what was I thinking" So I don't know if an alias is really a good idea.
The one thing I agree with is that an alias provides anonymity that's very very liberating and perhaps a tad safer. You never know if you'll be the victim of a stalker!
I think I'd go with my real name though if I ever planned on selling anything I've made. I don't think it would be worth the hassle to be some kind of art-batman.