Do a search of "anchor" on here, lots and lots of excellent info from the past couple of years.
I'm no anchor pro, but have a decent set-up and am learning.
First off, EXTREME CAUTION. From what I can tell, anchoring incorrectly is probably the easiest way to sink a boat. Find out the right way to do it from posts on this forum and follow all the safety tips to a T (practice in no current, knife handy to cut the line, "go bag" with vhf and flares, etc). There's some horror stories on here...and when it goes bad, it's over in seconds.
Second, anchor puller is for sure the way to go. For an extra $75 or so ($20 anchor puller, plus big scotsman), you save a ton of grief...you don't want to be pulling 400' of line by hand...tiring and dangerous.
Go to Trotac, they will set you up and will explain it without any bad attitude. They have small scale models of the anchor setup to demonstrate how it works, and have the best prices around from what I could see.
Search for the info on here, but a few things that come to mind learned from this site:
-- bruce style anchor recommended over danforth, I think 8kg, though I could be wrong.
-- to anchor in 150-200', want 400'-450' of line.
-- I think 10-20' chain, different people use different amounts. If you have a lot of chain, want ring-style puller. If less, than can use the plastic type. For extra holding, some people attach weight to top of anchor chain. (I think more for mooring)
-- attach chain to bottom of anchor, then use zap straps to attach chain to top of anchor. This will help pull it if stuck.
-- attach anchor rope to big scotsman, throw it off, let it set, then attach to scotsman (safety if in current, if scotsman pulled under or something goes wrong, you're not attached)
-- have a rope from front cleat to back cleat on boat; attach a carabiner that can slide, attach 30' rope from scotsman to carabiner. If things go bad, you untie or cut rope on side of boat, you don't lose your anchor.'
-- ensure nothing on side of boat that rope can catch on...can capsize you quick in current. NEVER ever attach to stern of boat. If it catches motor or something at back in current, be ready to cut it...lose $200 in gear, save your boat.
I'm sure there's tons more, but that's what I can think of. Search the archives for more.
Good luck, be safe!