I use a fluke style anchor with a slide ring on it. something like the one bass pro shops carry. the slide ring lets you pull up wind then pull your anchor. I always use about an 8' piece of 3/8 chain on my line between the anchor and line. I also make sure to let out enough line for the depth of water im in. if im fishing in 45' of water I like to let out about 150' of line.
sherman