As a writer, you are always putting yourself in your work. Your thoughts, your ideas, your analogies - everything you make is patently you (even if you're trying to not sound like you). But how much of yourself do you show?
The answer to that rhetorical question (which you should be answering) depends on the image you want your readers to have of you.
I personally want to be relatively private. I believe that names don't matter (which is why I refer to most people as "my friend") and I think that all examples are equally valid (which is why I prefer to make up stories rather than use my life for examples). However, I am not averse to talking about myself. If I have an interesting story, I'll share it. I want my readers to have a connection with me, as well as my ideas.
Some people use writing as their emotional outlet. Everything in their personal lives is put into their writing. This can make for interesting writing; I have seen it work in semibiographical webcomics. I just don't like the idea of everybody knowing that much about me.
The opposite extreme of that would be the person who never mentions themselves. These people want their ideas considered, not themselves. Either they are extremely private people, or they just don't believe that their personal lives matter with regard to what they write.
I lean more to the side of privacy, mostly because I agree with the idea that the primary importance of writing intended for others is the idea being conveyed. The reason I am not extreme about it is that sometimes my life happens to work well to convey my ideas.