Hey jay-I use a "chene" anchor,got it from cabelas.They have 'em at ganders and everywhere.Its the ones with the sharp pointed flukes and a slip ring so it is 100% retrievable.This is important if you want to keep it more than a year or two.Get the biggest one you can.Theyre not very heavy.I have two of 'em so the boat doesnt spin in circles in the wind.
I know there are several anchors for the taking at the submerged bridge, at Chatfield. I lost one ( a mushroom)there last summer. The edges of the bridge cut right through the line. if you can hear rubbing from you anchor line, you had best move or you will be leaving your anchor with mine on the bottom.
I tried many anchors here in Colorado over the last 15 years or so. The best hook set I have found so far is a bruce style anchor. You can hook the anchor off the front of the anchor and set a break away wire tie at the end, to break and retreive it when it gets hung up. It sets faster than any other anchor I have used (19-23 foot boats) and holds better as well. I now have a 21 foot boat with a 11 lb anchor plus 6 feet of 1/4 inch chain. I had to use an 18 lb fluke style anchor to hold in simiilar conditions. You can pick up bruce or claw anchors at several sites, boaters world, west marine, and ebay - galvanized is fine for fresh water and they are not expensive.
You drop an anchor on each END.Say you drop the front one,then drift a little,then drop the rear one.Then pull on the front rope till youre tight and the boat goes nowhere.Also like talo said,add 5 or 6 ft of heavy chain to the anchor,Ive got 3/8",it really helps the anchor dig into the bottom.