Good point on line chafing sailingdog. It seems that on sailboats the line is either getting chafed by the toerail or the line is chafing the deck (if there is not a toerail). If you dont have a toerail install some line chalks to minimize wear/rubbing against the deck.
Another thing to think about when anchoring in deep water Mary is the net weight of the line, chain, and anchor. Once freed from the bottom it might be too heavy to lift without a good windlass or a few people onboard who can work together to heave it aboard.
I still prefer a reef knot to a doubled sheet bend. The reason is that a reef knot will almost never slip free even when slakened (except with polypro line, it's too slippery). The sheet bend works well when the lines are in constant tension (like when towing another boat); but anchor lines can go slack as the boat drifts closer to the anchor. Double sheet bend helps reduce the fear of it untying but I'd feel more secure with a well tied reef knot.