@BOC - You're correct. You cannot mask or change the MAC address. (Well, it's not impossible but you'd need an advanced knowlege of micro electronics and low level programming.)
@badseed - Unless you're trying to hack the Pentagon or download some truly vile genre of pornography, then I wouldn't worry too much. Most wifi hotspots in cafes are just a wireless router connected to a PC in the back office. The router could have a policy that disallows reconnection by the same MAC within a certain time period, but unless it's a well administered network with a server set up as a proxy or default gateway (e.g. a Microsoft ISA server) then it's unlikely that your MAC address would get stored. From experience of managing a network with that kind of set up, there can be so much network traffic that logs are stored in text files by design to save on drive space, thus it isn't a quick job to trawl through logs and find specific MAC addresses or IPs. In my case it was only ever done out of necessity - i.e. if one of our clients requested it due to suspicion of an employee's activity. Manufacturers keep records of the MAC addresses of their manufactured items, but it becomes difficult to trace the owner from the point of retail onwards. Put it this way, I'm sure there are covert government operatives who buy second hand IT equipment, use, and then destroy!