"Even if hackers redirect through other sites, it's frequently still possible to track an attack back to them," according to Clifford Neuman, director of the USC Center for Computer Systems Security, who was quoted in InfoWorld's recent Stupid hacker tricks: Exploits gone bad article. "You trace it back to one point, then you go through diplomatic channels to get the authorities in the outside country to find and collect the logs. It's a months-long process, but it can be done."
Either that or you listen to the advice Miley Cyrus phone-hacker Josh Holly got from buddies on Digitalgangster.com: Don't brag about your exploits in public, especially on forums where you've posted enough that the FBI can sift all your previous comments for clues to your whereabouts.
No matter how well you've covered your tracks, telling people you were the one who Did It will always be a fairly good indication that you might not be as innocent as you seem.