Try gandi.net. They offer free whois privacy with registration and their prices on .io domains are VERY good. One thing you will have to do is let your credit card company know about the transaction as the charge will come from France and will be flagged as fraudulent (at least that was my experience with AMEX).
Thanks, gandi looks nice. However, their domain privacy page doesn't mention anything about .io domains. Does anyone know if they offer whois privacy with .io domains as well?
I use Gandi for a load of domains (they're great!) and have just bought an io one through them but sadly there isn't much whois privacy apart from hiding your email address. Name, postal address and telephone are all visible. I think this might be a .io requirement though since Gandi offer whois protection for free. You just enable it on your contact record and any domain linked to that contact will then use Gandi's data rather than yours. Depending on the tld this means either everything is masked apart from the owner's name (e.g. for .com or .net) or only certain fields are (as determined by the various registries and each one's policy on hiding real owner info).