I've always wanted a sockpuppet, but I have absolutely no ability to write or talk any differently than I do normally. As such, I think people would realize it was me really quickly and all fun would be lost.
I've always thought the sockpuppet thing was odd, mostly for the same reason. I've thought it would be funny to have one, but I would have no idea how to write differently from my norm. I would spend the whole time worried that everyone could tell it was me because of my writing style.
Then I realize my writing style probably isn't as unique as I think it is, and I start to wonder if I could get away with it, thus restarting the whole internal debate.