[adventured]

I second this. The likelihood that I'll try the game out is drastically increased if I can enter a throw-away name and quickly start playing.

You could automatically assign a throw-away generic name, and then slap a 'try it right now' type button prominently on the home page. If the game is good, then I'd be willing to create an account.

[all2]

You could also do a "link to Steam" option or something like that in the user settings menu. So if someone is interested in continuing to play, or even just persist a user name, they have the option to link it to something more permanant.