As a reseller (and not only but anyway:) ) I'd like my host to provide as more anonymous service possible. So guys I'd like your hints about what to check in order to see if the service is really anonymous! The server works with Plesk 2.5.

I usually use http://www.network-tools.com to check up on the anonymity of a reseller provider. If there are any hints to your upstream, they usually appear there.

I'm sure there is something perhaps even better than that site. Anyone know?

Also what about Plesk? What are its holes related to the anonymous service?

Nothing, if your provider configures it right. When logging in to their PLESK panel, https://domain.com:8443 make sure the certificate info does not display your provider's name.