Sand bags I think are more for Pwc. It really depends on what you are anchoring in. For sand, the folding danforth is the best. I'm usually in lakes that are mostly mud. I use what's called a river anchor. 15 lbs with a 6' chain and 200 feet of rope. Here is the anchor.
I use a digger and it has worked in every situation except sand bottom with heavy chop. I used to use a danforth but this digger it self setting and doesnt need a chain... although the quick release hasnt worked very well.
since I mostly run in rivers... when I anchor with the intent of hanging out for a while or getting out.. I use the digger in the front and two river anchors in the rear.
Where are you guys storing your anchors while you are running around, skiing, tubing, etc? I have a 03 sportster and there is really nowhere dedicated for anchors unless i want it bouncing around in the main hatch just in front of the drivers seat
In my 21' utopia I put the anchor in the center locker with the noodles.
My 21' challenger has a locker specifically for anchors in the front and in the back there is a wake board locker I put the anchors in. They dont really bouncer around too much... mostly because I dont jump wakes etc... I got some of those urethane foam stadium seats for the river anchors to sit on just in case they felt like bouncing.
txrev - I have the same boat as you; I took a couple of old ski vest & used them to line the front of my ski locker. I put the anchors in there on top of the vests. They do bounce a little when jumping waves, but the vests keep them from slaming into the boat.
I want to add a hatch to the front step & make an anchor locker, but my glass & gelcoat skills suck.... so I will probably wait till winter before I get that done.