No entry in Permissions

Yes, that's the intended behavior. You can grant permissions for input formats already. There is absolutely no need to define permissions for wysiwyg editing or wysiwyg administration.

Well it seems something is wrong, or I'm missing something... I've got the same setup as above, and TinyMce enabled for Filtered HTML. This is the default input format on my site, so enabled for all roles. But only the admin (user 1) sees the wysiwyg editor.

Edit: Forget this - seems to be a css error for IE which prevents TinyMCE from showing. Works fine in Firefox.

So, how can I set the anonymous user only can use restricted forms without full html and WYSIWYG editor and the Admin user have a input mode with WYSIWYG?
Specially on COMMENTS.

answering myself...

Found a solution: filter default - http://drupal.org/project/filter_default

However, not perfect.

Another thing to check, if wysiwyg is not appearing, is whether you have
<?php print $closure ?>
included in your theme. I had omitted it, and that turned out to be the only problem. Perhaps that could be included somewhere in the WYSIWIG documentation?

Thank you very much stephenls !! I was having the same problem, after I have finished all the setup of TinyMCE and IMCE, configured wysiwyg properly and determined formats - wysiwyg privileges .. still the tinymce didn`t appear until you reminded me about the closure :)