I know it has the potential to go wrong sometimes, but if you have enough details on all the guests, perhaps the ability to send PM's to guests would be neat. (Perhaps only if you are an administrator).
If each guest was identified by:
- IP Address
- Browser
- OS
- Login date
Then you could 99.999% be sure you were PMing the correct guest, unless you have millions of people on your site. PMs could just be deleted for guests after 1 hour or something.
It would be a nice mod perhaps, it would be handy to PM guests and encourage them to sign up etc.