Too big? [Adopting a Foghorn Leghorn accent] Son, I say son, now there is no such thing as an anchor that's too big -- although it could be your boat is too small. Seriously though, as a third generation boater on Long Island Sound (although not lately), I've always been mystified when I see the "official" lb or kg ratings for various boat sizes. I don't mean to touch off yet another anchor debate, but my boat for example -- 37 nominal, 41 LOA. If I choose a fortress, it says 16 or 23. The 16 looks plain silly hanging from my boy pulpit and the 23 doesn't look much better. I know, I know, it's holding strength, not dead weight, I understand, I'm not anchoring a mooring ball on a chain with an engine block dropped to the bottom of the bay. But just as the poster mentioned above, if your windlass and pulpit and hardware can handle it, as long as you don't create retrieval problems for yourself, I don't know why you couldn't or wouldn't oversize at least a little.
(Of course when you snag that undersea cable and have to cut it loose, bigger usually does mean more expensive...)