I have a site where anonymous access is allowed and, if I haven't logged in, when I browse to a datasheet view, I get a standard view with this note at the bottom:

The Standard View of your list is being displayed because your site configuration does not support the Datasheet.

Which is fine, I guess, except for two things.

First, I don't believe a configuration option is available for a view that will make it appear as a datasheet for anonymous users.

Second, if your default view is a datasheet and it's available anonymously, Google will crawl the page and index the error message as part of the page content.  Consequently, if you do a search for the error text, you find eight bazillion pages that allow anonymous access to views that use the datasheet as the default view.

And that's okay too, except it makes looking for a possible configuration option that doesn't exist alot more difficult.

On the good side, you can get an idea of what people are doing with their SharePoint lists like the guys at idvsoutions, here.

-robot