I don't really care where I bowl in the line up, and I have bowled all positions at one time or another. I'm just ready to bowl when it is my turn. It is league, so not really any pressure most of the time.
Unless there are man points involved, it shouldn't really matter. If it is a close game, everyone needs to step up. If it does come down to the last bowlers, then I suppose you should have your best pressure bowler in the anchor spot. Doesn't necessarily need to be the highest average bowler.