Always set a single anchor off the bow. Never off the stern by itself. As Rhino said, a second anchor can be used in the wind off the stern. The reason for this is a single anchor set from the stern can cause a boat to be swamped and sink in bigger waves. You always want your bow facing the wind and waves. If you want to use two, set the bow first, allow the wind to align the boat into the wind, then set the stern anchor.