"What did you make at your last company" is a valid question, and I know of no employer (at a Silicon Valley Company) that has instructed their employees to _not_ tell future employers what they make. It is, of course, considered good taste not to discuss compensation (Stock or Salary) with coworkers - but it's remarkable that there aren't typically company policies against that. (There are exceptions, I'm sure)
The thing is - you _need_ to color that answer. Don't just say "I made $150K/year as a Sysadmin at my prior company", it's fine to say "They were paying me $150K, but that was probably an outlier, and I'd be very comfortable making $115K." Or, "I was making $90K/year, but I'm looking to make $115K at my next engagement" - You probably know (through salary.com, your colleagues at other companies, etc..) what the market will pay for your skills - and that is the number you need to communicate during the interview, what you are _worth_. It is as destructive and harmful to a career to be paid more than you are worth, than it is to be paid less than you are worth.
The employees being overpaid are always the very first ones to be laid off, while their less skilled, but more appropriately compensated colleagues, are kept on. And, when you aren't being laid off, if you aren't delivering to your compensation level - you are never receiving positive performance reviews - even if you are performing at a much higher level than someone less well compensated - makes for a stressful work environment. (There is more to a job than money.)
Speaking only for myself, any candidate who starts going down the road of "I won't fill out employment application until we are interested in each other", "I won't discuss previous salary", "I won't provide references until there is an offer letter", etc... - just screams "Prima Donna"
That strategy might work if you are a very strategic hire, with very specialized skills, in a very tight job market - but in general, life is too short to have to manage those type of personalities, and I'd rather just take a pass and bring on someone who is willing to work _with_ me, and not _against_ me.