Since day before yesterday there is an option autologinguests on the site variables page that allows you to configure your site so that any visitor that is not logged in is logged in automatically as guest user when entering any course that allows guest access. See http://moodle.org/mod/forum/discuss.php?d=9161. This makes Moodle behave more like a CMS and this may be appropriate on certain sites.
It is possible to disable this autologin on individual pages by giving a second argument equal to false to the require_login() function. So if you are using this autologin feature and find that it is inconvenient on particular pages, let me know and I will add the false argument to the require_login on that page.
Unfortunately I will be away on holiday for two weeks without email contact. But when I come back ...