I prefer DMC threads but my Joann just started carring Anchor threads, so I think it is going to be widely available soon. Plus most the the cross stitch patern has DMC converson.
I have a full set of DMC, and some of anchor.. DMC is just the most widely available and best price for the quality. Anchor is also excellent.
Personally I don't prefer either of them... I use whatever the pattern suggests. Even with a conversion table, the pattern can change dramatically because many colors don't have an equivalent for conversion, so they just match to the "nearest" color.
also, as a side note, with CXC (knock off that uses DMC numbering)... it tangles, the color runs because the dye is not set or washed properly, and it's quite rough in texture as well. I would advise to avoid it unless you can't get another floss type where you live.