We love our Rocna 15kg on our Hunter Legend 35.5. Would go one larger if we had a windlass, but have never drug even in 70+kt winds. 100 feet of chain backed up with 200 feet of 5/8" rode and we use a Davis snubber with dyneema loops to the chain and it works great. That said, probably any of the modern "pointy scoop" type anchors will provide better service over an older type (danforth, bruce, plow, etc.). Bottom composition is of prime importance. Dive your anchor if you can or are at all unsure of the holding or are facing severe forecasted conditions to make sure it has set. We've seen 2 inches of sand over slick rock that wouldn't hold a dinghy with tons of boats "anchored" there and have moved 500 yards to better holding.
All of the other comments have been great. It is good to see this type of knowledge being shared. We are all safer when the boat anchored next to us also knows what they're doing.