That's the theory, but in reality there are likely members that are more influential than others. Not official leaders perhaps, but a form of leader nonetheless.
But Anonymous is kind of disjoint. It's feudal. You'll realize this if you try to hop on to one of the IRC networks -- there are a million different little channels each representing its own fiefdom. They mostly have some common beliefs, and they all fly the same banner -- but when one group rises to prominence they will often start doing things under their own name. Some recent examples include LulzSec and Goatse Security. There are also the people who run the websites and the IRC channels and who make the DDoS tools and similar skiddie stuff; these guys are by any measure the real "leaders" of the operation, but they prefer to sit on the sidelines and don't usually get their hands dirty. The argument could be made, for example, that Julian Assange is an unwitting leader of Anonymous.
It's an emergent structure, not an intentional one. This is key to its resilience.
I used to post regularly on /i/ a few years ago; it grew into the "Anonymous" of today after the website owner shut it down. There was a Fox News report about the "Anonymous" threat way back in 2007; the "informant" mentioned in the report is Alex Wuori, a self-proclaimed "defector", and I'm not exactly breaking his privacy because literally everyone knows who he is and what he did. The Fox News report centered on the /i/ board of the time.
The other thing about Anonymous is that it is, as you may have noticed, rather old, in Internet terms. The first true Anonymous raid was YTMND vs. Ebaums back in 2006, in which 4chan and 7chan ran DDoS attacks against ebaumsworld.com in retaliation for stolen content.
I don't do any of that anymore, in case anyone's wondering. Being 17 only lasts one year.