Yes, the blockchain is a fantastic resource for Feds prosecuting financial crimes. In order to get away with these things you need to have flawless opsec, because the moment they can connect one thing to you everything quickly unravels.
Yeah new research is coming out frequently enough that reveals new and previously unknown weaknesses and patterns in the mixing strategies. The teams do a good job of responding quickly to address new issues, but previous trades that leaked information can't be fixed. The information is out there forever.
If you are trying to stay out of jail, I'd consider Monero a good mid-term strategy. Anything else (including Zcash) of probably not even that great in the short term. (So few people use the anonymous part of Zcash that you have a terrible anonymity set). Dash, pivx , etcetera are just plain insecure.
