For me, if I feel we have anchored in a safe area, meaning as best as possible be out of the way of some ding dong running into your boat in the middle of the night my next thought turns to anchor holding power.
I know one oversized anchor and good ground tackle should be fine, but I find it more relaxing (for me) to deploy two anchors off the bow. Sure it takes a little more time setting anchors up and retrieving them but it gives me peace of mind to know I have two good anchors down. I do feel somewhat concerned, that with only one anchor out I think about a defective shackle, or the anchor rode rubbing on something sharp underwater and if that one anchors fails for whatever reason where do I end up?
So if I feel I'm anchored in a safe spot, have good anchor holding, I can sleep about as well at anchor as the dock.
At anchor though, I will always at least a couple times during a night do a quick check to make sure our anchors and position seem right. Something I don't do at dock.

Mike.
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Current Boat
- 2001 Four Winns 328 Vista "Hour Decision"- 2010 310 Mercury Inflatable
Previous Boats
- 30' Doral Prestancia
- 25' Doral Citation