I too have a 15 foot boat, so I like to keep the weight on board at a minimum.
Like the other poster has said it's not the anchor "it's the chain" that's more important and letting out enough line which doing that and the chain to keep the anchor digging into the sand or muddy lake bottom.
I use the plastic coated rhode chain so it does not scratch my rig on those last few feet when pulling it back on board. I have 100 feet of line connected to it. If you freq deep waters you might want 150 ft. I'd get a smaller diameter which takes up less room but the trade off is it knots easier.
(and don't get that plastic crap).
http://www.iboats.com/Greenfield_Pv...16116802--**********.573596846--view_id.38016
I personally use the grapnel style cause I like the way it folds up. But if you have room in your locker in my opinion the best anchor for all around conditions would be the Dansforth fluke style
http://www.iboats.com/Danforth_Stan...16116802--**********.573596846--view_id.40419
Start with a good anchor and a length of chain and then you can google various techniques on how to hook up lines for better holding power.
Use a second (smaller) anchor tossed off the transom to prevent your boat from swinging around and loosen up your front anchor or swinging into another boat.