When you want to allow anonymous users to be able to add content, you configure all the permissions you'd expect but the one you might not expect is to give them permission to "Show format selection for nodes." This is part of the better formats module.
I'm also using the wyiswyg and imce modules.
Of course you'd expect to give them, "Use the Filtered HTML text format" permission" and add the anonymous role in the text formats.
Gotta love those pesky little things that *&^^%&^%&... You know.