What's best depends on what your objective is.
In case there's nothing to hide you can go the routes already described.
However if you are on the 'dark side' pretty much the only safe option is to go via an anonymous account administrated by a trustee with your authorization. Just a warning: in this case you may not get in touch with him as long as you are within the borders of your residence country, no communication is secret enough. Also it is a common misbelieve that Swiss authorities do not cooperate with or assist foreign fiscal bureaucracies - they actually do in case your offense is such even under Swiss laws.
But we are all entirely legal, aren't we?