Anchoring at any Time
All of these answers are nice but assume that the anchor will hold. I am in Mexico right now living on a boat and I set anchors every day. The wind will blow 20knots in the PM. What will make you confident enough to walk away from the boat? What would be safe enough to go to sleep on board?
In this harbor with a sandy bottom, it pays to lay out the rode as the wind blows the boat downwind. If you just drop a pile of chain and the anchor on the bottom in a pile, chances are the boat will not be secure. If wind changes occur over the period of anchoring, and you have a Danforth type of anchor, the anchor will be fouled when the wind picks up. I dove down and looked at my anchor and 20 foot chain rode yesterday and the chain was neatly curled in two circles around the danforth, waitng for the next big blow to get all screwed up.
My point is that you may need to have an anchor watch, however you anchor. If you are going to walk away from your boat at anchor, and spend some time without laying your eyes on your boat, you better ramp up your skills.
After all of that, here is how I anchor: as I sail downwind, I get the sails down and stowed, having positioned myself up wind of my desired anchor spot. I turn into the wind a little above the desired anchor placement with enough momentum to get the bow into the wind and I let the anchor and chain go down until I feel the bottom, then I slowly pay out the rode as I drift down, hopefully laying out the chain rode in a line. I continue to drift downwind, occasionally snubbing up the rode gently to straighten out the line, but not asking the anchor to hold the boat until sufficient rode is out, a subject for another discussion.
You can feel the line and tell if the hook is set. If you feel the anchor dragging, it will telegraph that data up the line. You need to reset. You also need to leave yourself an out, perhaps even having the kicker running at idle if your anchor does not hold. There is no substitue for experience here, so start to anchor every time you go out to get the hang of it.
I am living on a 26 foot Balboa in Loreto, Mexico. I have about another 5 days until I return to Boise, Idaho. Sailing is fantastic here, but sometimes very rough in this inland sea. Two days ago, I passed a Mac 26D headed north, about 8 Nm ofshore. The boat had a roller furled headsail and a bimini under the boom. Wonder who that was?