Anchors!

There is a lot of speculation as to what the perfect anchor is, and I have spent a lot of time researching this on line, but I haven't really found too much to lead me to a favorite. Before doing any research, of course, I bought a new anchor. Since then I've found that it doesn't work like I want it to.
The way that I want the anchor to work is that I drop it over, and then lead out a certain amount of chain and rope and done! In reality, anchoring is a difficult task, where you have to make a lot of compromises, and you will always be wondering if you did it right. Or at least I will. Anyways, it all started when I anchored out at Marina Del Rey and lost my trusty Bruce style anchor, with a lot of chain on it. I miss that anchor dearly, so I thought I would see if I could find it. I am still searching. Jeremy made me a nice stainless steel grappeling hook, which I have been dragging around in the depths over where I believe the anchor to lie (though it may have been stolen, in which case, its not there anymore) to no avail. So I got me a new anchor, the CQR type (top picture) and it isn't what I was hoping it to be. I got it because I would see this style on a lot of old cruising boats, and I figured that they would know best. In fact, they don't seem to know best. My first attempt to set it didn't work, so I tried again, and it just slid nicely along the bottom, wondering when I was going to stop pulling on it and let it rest. So I put out a Danforth type anchor, which I haven't taken a picture of, but is very common and mostly pretty cheap. But I don't like the danforth types because of how they tend to snag on themselves and then become useless. So I want something that will work in all angles and not "pull out" or "foul".
Supposedly, the CQR will dig in and then pivot without letting go, so it is a great anchor for that. What it really does is never dig in, so I am feeling a bit had by it. I do have some theories as to how to make things better. My theory is that the anchors will dig in to a hard surface (hard sand or hard mud) if they have enough weight. On soft mud, most anchors will do, even if they are light, but on hard stuff, you need to get something like 30 lbs of weight before they will even dig in. No dig in, no holding, so for a small boat, it kinda sucks. The big boats all have big anchors, which are heavy, so they don't have trouble. The other factors are shape dependent. I should sharpen the tip of my CQR, so it digs in better, and I am thinking about bending the flukes (the plow parts) to make them wider, so it has more incentive to dig in. More on that later, if I do it.
The end solution to anchoring for me is to put out a bunch of different types of anchors, and hope that one will perform when another does not. Right now I have my BIG 100 lb gorilla (as Jeremy calls it) 35 lb danforth out with my CQR as a backup, but I would like to have another Bruce type, or maybe two.
If you have time, look up anchor testing on youtube and see videos of the anchors digging in, and you will see why I want a bruce.
I also want to get a Delta, which is the most modern design and probably the best in all around conditions, but I don't want to spend 150 bucks or more on an anchor.
Still, it is possible to make one, so maybe I'll work on that. I also have some lead in the boat, so I could make an anchor and fill some parts of it with lead, to add to its penetrating power in hard grounds. I made an excellent anchor roller that uses a stainless tube as the rolling part, since before I had to replace the plastic rollers so often. I think I really like the roller, but I am interested in having two anchors ready to go up front, so that could another project.
In searching for my anchor, I think I will go diving out at the anchorage tomorrow, and see what I can find. If I can find a bunch of other anchors and a lot of chain I will be really happy, because I could use about 100 ft of chain or more.