As Matt Jens Jensen already pointed out, there is no way to always protect your players privacy without hosting the servers yourself.
However, to accommodate more privacy-conscious players you could develop and offer a proxy server application for your game (client connects to proxy, proxy connects to host on their behalf and forwards all network messages). They can then install it on a server they trust, or you can offer to host instances of that tool yourself (which would of course only make sense if your server requires lots of CPU power but not that much bandwidth). This will increase latency but protect the users privacy. It can also be useful as a reverse proxy for players who want to host a server when behind a NAT or who don't want to reveal the real IP for the server. Such a tool is available for Half Life 1, for example.