Personal details disclosure when buying bitcoin
Policies will depend upon the exchange itself and setting up an account can take a good long while. 

Some exchanges ask for less information, but I'd recommend being careful with using them. There have been some scams that have cost people large amounts of money.

Usually, exchanges want all of the information so they can increase security. As Bitcoins that are lost or stolen are nearly impossible to recover, exchanges want your personal contact information incase any legal problems come up. IE, you decide to run a scam yourself.

I'm pretty sure Mt. Gox has changed its policies. You now have to provide government issued ID to set up an account on Mt. Gox