Here in Long Island Sound, nearly every boat has some kind of plow-type anchor hanging on the bow. That''s because even the sand bottoms are very hard here, so a heavy anchor with a penetrating point is necessary.
The CQR seems to be the most popular LI Sound anchor. I have the similar Delta myself, which I''ve never even had to reset in three seasons of use.
However, sailors in the Chesapeake Bay would probably be disappointed by CQRs and Deltas dragging in the softer bottoms there.
So, I don''t think that there''s any anchor that is more reliable than another, except in a limited context. I have read a couple of anchor trials ("hook-offs?"), one performed by West Marine, but anyone who understands statistics would consider their experimental designs pretty pathetic and their data inconclusive.