We already have a user talk page change notification mechanism in place, but we currently don't use it for anons. How about this: next to the IP number in recent changes, we would make a link to User Talk:xxx.xxx.xxx.xxx. This would be created if it doesn't exist. Anonymous users would then by default get notifications when their Talk pages have been changed.
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What do you think? The only problem I see is that these talk pages might be obsolete after a day or so, but if that ever becomes a problem, we could clean them up automatically.
The problem I see, is that most anonymous users would not follow that link even after your change of indicator.
Andre Engels