You may not have time to get to a mooring or a marina. Always have a hook ready to let go with plenty of chain. There is no such thing as too big of an anchor. I was safer bouncing in the shoal than I would have been anchored in a channel full of panicky, scared, boaters heading at full power to their marinas in zero visibility. I almost got hit by one sailboat where I was, but when I got back to my mooring, I found 2 or 3 small open, aluminum or fiberglass power boats ashore, not blown there, but driven there by their owners.
Small boaters are often like cows in a storm.
They head straight downwind, the only direction the can see, and crank up the power. I have seen that. Stay out of their way. And finally, if you have time, get life jackets and foul weather gear onto your crew. However, there may not be time for this while anchoring, furling sails, steering, etc.