In general, I prefer an option for pseudonymity, because it is much more inclusive (allowing certain people at the fringes to feel more comfortable joining in -- victims of abuse, political dissidents, etc), and is much less messy than total anonymity (which wouldn't really work for something like Facebook, not that there isn't a place for it elsewhere on the web). That said, pseudonymity can still get messy, so I see why Facebook might want to keep it in check.
One can also make the argument that the level of discourse is much higher on services where people are more personally accountable for what they say, and where confusing or offensive usernames don't get in the way of conversations. But I would say that the actual level of discourse sometimes found on Facebook throws that argument into question.