I put an eyebolt through my anchor frame and tied off to that with a clinch knot...
All this discussion above is amusing. After a year or two of droping your anchor in a cleat and going through pulleys it will be significantly weaker than the original rated strength. I would not consider my anchor a safety device nor use the rope for rescue unless it was a last ditch effort and then I'd be damn careful no body would get hurt if it broke...
I've never even heard of an anchor rope breaking in use (yes, while pulling truck out of ditch) and as noted somewhere above the worst case if it did should be a lost anchor. If you anchor above a sweeper (or other obvious danger) you are, shall I say....dumb. The greatest load you are likely to have would be +/- 100lbs. Any more and you will not pull it up, even with a mechanical advantage. The breaking strength really becomes moot. Secondly the odds are infinitely greater that your anchor will simply loose it's hold on the bottom. If it were anywhere near breaking with most of the ropes noted above you would likely have already abandoned ship, not necessarily voluntarily.
Lastly as reinforcement for above....DON'T TIE A KNOT - new anchor and rope ~$125, new boat and gear ~$much much more, new friends - $priceless. Allways have a knife handy, I have seen plenty of stuck anchors and in an accidental drop a tangle on your floor is likely so being able to cut it somewhere could be curcial.
Yesterday's gone on down the river and you can't get it back. - Agustus McCrae