As ubiquitous computing environments become more prevalent they will cover more and more of our public and private lives. Users will be able to interact with these environments to purchase goods, receive services and share information in ways unheard of today. But the success of these environments will be dependent on users' willingness to accept and manage the privacy risks of sharing their personal information within this new digital world. This paper describes the concept of User Selected Pseudonyms, a method of allowing users to manage their identity in ubiquitous computing environments. This method of interaction allows users to control, either directly or through privacy preferences, what information about themselves they share with an environment to manage the risks to their privacy. The selected user information can then be used by the environments to personalise delivery of information and services. User Selected Pseudonyms allow personalised delivery of intelligent environment services while allowing users to maintain their desired level of anonymity.