I have always used combination rodes. I believe that chain helps with the set (weight) and also by keeping the rode more parallel with the bottom during the process. I also think that it helps protect the anchor from the goobers on the bottom. We have no sharp coral or even sharp rocks for that matter. There are rounded rocks, fat rocks, flat rocks, mud, sand, weeds and the occasional tree branch that gets washed into the water and sinks. I usually use no more than 25' of chain of the appropriate size for the anchor.

I'm not a fan of all chain because of the weight, the cost and the pain dealing with raising a load of chain with an anchor full of mud/sand/weeds on it. I also did not like having all that weight in the bow locker of our usual sized boats. I am also the anchor monkey so it is up to me to deploy, set and retrieve while giving signals back to the admiral at the helm. We also never, ever find ourselves in a situation where we are anchoring in storm conditions. It just does not happen where we sail, land is too close in every direction, so that's not an issue. We also rarely anchor in more than 20' of water, heck, Lake Erie is only about 65' deep unless you find the trench off of Turkey Point in Canada.

Now, all of that said, I think it was Tom that brough up the point of the windlass piece of this puzzle. Both of my dock neighbiors have had issues with anchor rope jamming in their windlasses. Both also used just the windlass to set their anchors (as in neither go forward to cleat off).