Most would agree that the right anchor is determined by the type of ground and conditions you intend to use it.
The best all rounder is a CQR.
But do not forget to make sure the anchor chain is the right length and weight.
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May I suggest a different opinion?? :0) (as usual..:0))
Most would agree that the right anchor should work in nearly all conditions you intend to use it.
The best all rouder anchor is NOT the CQR.. as the CQR is perfect in mud and "normal" sand.. but doesn't work at all in weed and hard bottoms (hard sand, coral etc..)
Make sure your anchoring line has the right lenght.. as this is the angle between the ground and the line wich is important.. Keep enough chaîne to avoid shafing on the sea bottom and then Nylon rope to have a maximum of Elasticity.. (see the very interesting web page: tuning an anchor rode - http://alain.fraysse.free.fr/sail/rode/rode.htm)
If you get a group of 10 yachtsmen there will be at least 10 different answers as to which is the best anchor. As has already been said, the type of bottom will make a big difference, and so will your anchoring habits. Personally I like to have a delta (of at least one size larger than recommended for your boat) and a danforth style - perhaps a lightweight fortress. I use 30m of a heavy chain (10mm) and the rest nylon octoplait. That works for me.