Some registrars allow you to hide this information (opt-out), such as Nominet (anything that ends in .uk), however .com domains require an address to be visible, so if you do not wish to reveal these details you will need to use a service like: http://www.domainsbyproxy.com/ who post their details instead of yours, and you can have any email sent to them forwarded to you.

example: http://whois.domaintools.com/ov3rkill.com

You could just set up a PO Box or, you could do as some people I know, and just post made up details, though I wouldn't recommend the latter