I had just upgraded to VS 2013 from VS 2012 and the current user identity (HttpContext.User.Identity) was coming through as anonymous.
I tried changing the IIS express applicationhost.config, no difference.
The solution was to look at the properties of the web project, hit F4 to get the project properties when you have the top level of the project selected. Do not right click on the project and select properties, this is something entirely different.
Change Anonymous Authentication to be Disabled and Windows Authentication to be Enabled.
Works like gravy :)