How did Silk Road work when it came to delivering product anonymously?
Regarding bitcoins, all the funds were mixed using various techniques to prevent coin tracking. It is propably better to not use a web wallet in this case. Using the Tor network allowed to prevent being tracked by IP. Although you might think bitcoin is not 100% anonymous, it is anonymous enough so that no scammer/hacker/thief has ever been caught using only the blockchain.

To my knowledge products were compressed and sent to the customers' home address in letters. Apparently that's not a problem for small orders.