To do it right, especially in maritime waters, you splice in a thimble on the end of your anchor line, to that, shackle a length of chain, maybe 5-8' then shackle the chain to the anchor. This way there is no wear or abrasion to your line, All components of your anchor system (ground tackle) is sized for the size of the boat. for instance, an 18' boat you'd want about a 7# Danforth type, depending on your bottom type, 1/2" nylon line with 3/8" shackles. If you expect to be anchoring in stormy conditions, go up an anchor size, also you need plenty of line, especially in windy conditions, figure at least 10' of line per foot of water, more in storm conditions, An 8" cleat with a below deck backing is adequate. go around the cleat once, then figure 8 the line over the "horns" this way you can easily undo or adjust your line.
You don't want to gamble on your anchor not holding when things go bad, that's when you NEED it to work. Two anchor setups, a lighter and heavier one is good insurance.