The deepest I have ever anchored is 22m.(although perhaps 30m would be possible, there has never been the need to anchor this deep)
Its much more common to anchor in 3-12m.
Its not necessary to dive and check the anchor, but it is nice to do.
I have been at anchor (or sailing between anchorages) continuously for the last 16 months. The water temperature has been cold so the last time I checked the anchor diving was 4 months ago, although it has been clear enough to see the set from the surface in several locations.