Anchoring in a crowded harbor is challenging enough for the most experienced captains - but it shouldn't be - if you know where to look for a good spot and what to do when you find it.
Once you've found a good location, the secret is to come up parallel to your closest neighbor, ensure safe distance, and when 90 degrees from his cockpit, drop your anchor. The key is to slowly motor up and drop your hook close to abeam (just forward of his stern) of an anchored/moored boat. Then drift downwind back to the perfect spot to spend the night. Obviously you'll need to ensure there's plenty of depth and room to swing.
When you drop your hook, don't immediately gun the engine in reverse; pay out plenty of chain as the boat drifts to leeward, and when you have about 4 times the water depth worth of chain out, let the boat drift back gently and naturally before you start to set the hook.
After the bow has been pulled into the wind, pay out some more chain, and again let the boat set itself. When you've paid out enough scope to reach 5:1, and you're happy where you're sitting, give the anchor 5-10 minutes to work it's way into the bottom before you back down on it.
Once you're set, put the engine in reverse at 1/2 throttle (~2000rpm) rest a hand or foot atop the rode forward of the anchor roller. If the anchor is dragging, you will clearly feel it bounce over the bottom. If you're happy with your set, then apply your snubber and relax. If someone comes in and anchors too close to you, do not be afraid to tell them you're uncomfortable.
That's the bare minimum of what you need to know. Sailing Fair Isles has an excellent anchoring video that is worth your time. These guys are great, discuss kedges, types of chain, and freeing a stuck anchor.
