The 35# CQR that came with our boat(high-#4), is the recommended size. I figure with the smaller windage our boat has for a 38'er(it presents about 75% of a section to the wind of a higher-wider boat), this size is ideal for ease of regular use. Plus, on my most recent drag 2 seasons ago(couldn't get #1 - granite bottom on an island off Portland-headed for rocks), I was able to raise the anchor and 40' of 3/8 chain-lightish total, by hand, in a matter of seconds. This was do-able because of the weight, and saved going aground.
Moved boat into shallow water/mud/better wind protection-correction of #1, redoubled #2 on scope and set-back down.
I've used other anchors over 30 years(not the new gen), all worked, but the CQR's have been the most reliable for me. Consistent. Many, many very sound nights at anchor. When in doubt, I like the versatility of a second anchor and rode that is also reasonably handled(so I'm inclined to use it). In use, I've found Danforth HT's(35# on this boat), fine for this. My coastal sailing systems are light and used to about 90% of their capacity. I don't like lugging extra stuff-weight, that takes away from why I sail.
If I were to go off cruising and spending nights in open roadsteads(I've done a bit of that), I'd up size first and buy one of the newer designs(carry 3 set ups), and save some money over a CQR, while getting a little better performance.
They all drag - anchors, I'll never be able to feel differently. Hence my priorities.