Banning only prevents them from posting. If you want to block an IP from you site totally.... you might want to look at blocking their IP at a server level.
Myself, I wouldn't get excited about the anonymous users.... they can't do anything. And if I were a betting man I'd put my money on search engine spiders or bots from all the banners you've got on your site. <img src="https://www.ubbcentral.com/boards/images/graemlins/wink.gif" alt="" />
What you describe it quite typical for most sites.
