I'll 3rd the Manson Supreme
Earlier I was trying to avoid touching off another ugly thread by not giving specific recommendations, but I see we've all stayed pretty darn civil this time!
On my C350 I have a Fortress FX-16 as an easy to handle lunch hook, an extra large Danforth as a backup when things get ugly, and a new 35 lb Manson Supreme on 75 ft of chain as a primary anchor for use with the windlass. I've also used Deltas, claws, etc. So far, nothing has held a candle to the Manson in sand, mud, and mixtures thereof. Have not tried it in grass yet (I try to avoid tearing up any more grass from the Chesapeake-- we need every bit we have).
To be fair, and to try to head off any protests, the Manson is a knock-off the Rocna. The Rocna used to be much more expensive and more difficult to get than the Manson, but it's appearance in the West Marine catalog has changed this somewhat. There is a price difference, but it is not as huge as it was even a year ago. It is said that the Rocna is sturdier, but I can't imagine that I'll break my Manson any time soon.
I imagine that the multi-thousand-dollar anchors you've seen are in stainless steel. You flat-out don't need that.
Gary
Even Keel II