.co.uk - you can legally hide your address if you registered domain in capacity of an individual.
.com, .net, .info - There are a number of paid for services that allow you to hide your own data, e.g. Whois Privacy Protection Service, Inc. Enom and GoDaddy registrars offer this service to their customers. Note however that these companies will release your details if someone disputes your ownership of a domain, e.g. trademark infringement.
It is a pretty bad idea to use false data on a WHOIS, especially a false registrant name, because then legally speaking you don't own the domain.
There are many is the US and UK who want WHOIS data protected from public access because of abuse by spammers.
Rgds
Accelerator