Here's an interesting issue - when you set up a new domain name to point somewhere, if you use your own nameserver then it is easy for someone to do a reverse IP or use Alexa to pick up all the domains you may own or have hosted on that server. Another way I've seen this done is to use the default nameserver set by the registrar, e.g. godaddy where you get something like ns1.parksecure.net. You can then choose to redirect the traffic to the server where you are hosting all the domains. When you take a look at Alexa, it doesn't find the ones you are hosting and will simply state that there are thousands or millions of other domains hosted.

What's your take? How do you guys set up your domains so that you can better conceal what other sites you may be running on the same server?

Hey how do you do this in Alexa? Can you only search who links to certain sites? Or can you actaully look at nameservers... I couldn't find it!

You can choose to make your ip private.
Whois.sc provides that service.
Now I am not sure it if ti works just like private domain name registration.
I think it works only with whois.sc( I maybe wrong some who knows please comment).
IF that is the case then i am sure alexa also will be offering some kind of service.
Even whois.webhosting.info offers a paid option where you can keep the information of your ip/nameserver private.

But i dont understand why you want to keep it private.
I would like to see what other sites are hosted to see how many sites are hosted on a single server/ip. IF i find more than 300 websites i assume the server will be slower.
If you offer hosting services or if you clients do a reverse ip on your domain and if you use redirection. Then i am sure they are going to see a few thousand websites hosted on the same server. That might give a wrong impression.
Of course and expert will know the difference.
I am sure there are SEO issues with redirection.