I don't know why I never thought of this before but it'd brilliant! (IMO anyways) Sidious has some sort of relationship with the Kaminoans, so it is possible that he has them extract genetic materials from a leftover relic of one of the Sith Lords (maybe Darth Bane or someone else) and had them make a clone embyo, possibly beefed up with extra midichlorians (Anakin). Knowing the Jedi prophecy about the "balance to the force midichlorian conception theory" he had the embryo implanted into Shmi (unbeknownst to her) to fool the Jedi. What happened next could be revealed later in EIII but remember, Shmi and Anakin were not always on Tatooine "since I was very little, three, I think". I know selling them to Gardulla the Hutt might not be the most obvious choice for Sid for them but he is a master of the Force and probably forsaw, somehow, that they would lead a relatively secure life as slaves, ready to be found out somehow by the Jedi. Remember that patience is highly prised by the Sith. The whole no father thing bugs me. I think that it will definately be more than another "I am your father" thing though. If Anakin found out that he is a clone of a sith lord then I'm sure that would lead him to the dark side, especially when combined with his anger over Shmi's death and the whole marriage situation. I think the coolest thing would be for Palpy to lead Anakin ionto some ancient sith shrine fuul of the tombs of a thousand years worth of Sith Lords somewhere in the bowells of some planet and reveal these things to him.