most need your address for a couple of reasons. To prevent you from signing up two names at the same house and colluding, and so that they have an address to verify if they need to send you money for a withdrawal. There are still lots of sites that are accepting US players, and as long as you do not live in Washington or a couple of other states there is nothing illegal about playing online poker. In those 2 or 3 states that have made a law about it there has been little-no-enforcement and if caught I'm pretty sure the first offense is just a warning.
I would suggest trying it out for real at pokerstars, Ultimate Bet, Absolute, or Full Tilt. They are the best most populated real money sites. If you sign up at UB,
Abs, or FT make sure you get rakeback and take advantage of the deposit bonus. If you need any more info about this just send me a PM and I can help out.