I don't believe criticism should be given anonymously, especially not if it ends up on the desk of a colleague/the boss, who (according to some posts here) takes the negative comments seriously, regardless of the source.
But, how would you feel if students left comments in a signed letter with constructive feedback sent to you personally? If students do provide such comments without the protection of anonymity, one might get more useful suggestions and surely no obscene insults, as some professors often receive. The idea certainly isn't to aggravate the recipient, or to claim a superior understanding of what it takes to teach, but rather to put a name to an opinion and take responsibility for it.
Would any of us throw it in the nearest trash can? Would we be offended by the audacity of the student? Or would we give it some thought and maybe even tell the student why his idea is never going to happen? (We’re in the “real world,” after all.)
Why ask for feedback at all? Maybe this is naive, but even after reading this blog, I still believe many of us want to reach the few students in our classes who aren’t entirely beyond hope.