Ted,
I use an aluminum grapnel on my boat. I think it's called a "Mighty Mite" anchor and sells at West Marine but you can probably get it online. The nice thing about it is once you release from the wreck if it catches on anything you can secure it to a cleat and pull it free. The grapnel tynes are designed to bend and release its hold. Once back on the boat I use a small piece of metal tube to reshape it. I've used the 12lbs grapnel and the 16lbs version. Both hold fine on my boat (Parker 28) in all weather I've encountered. I also use 15ft of stainless chain and splice it into the anchor rode.
Another suggestion on whatever system you decide on is to mark your anchor rode. I mark every 25ft starting at 75ft and going all the way to 200ft. Small 25ft distance are measured with a small green band and larger 100ft increments have a longer red band. You can see a photo of how I mark it on my photo album under boat equipment/rigging. I use the Sta Brite whipping liquid, paint doesn't hold up. Marking your rode like this also allows you a ready indication of how much rode you have out. I also do it so that Bobby (Rad Diver) doesn't gripe about long swims down the line (not really) when he's got 12 tanks strapped to his harness.
As for marine supply stores, I generally go online for shopping. Try Defender.com or Hamiltonmarine.com both carry just about everything you'll need and have great customer service, shipping, and no taxes. For electronics I use Ultimatepassage.com. You can use one of our local West Marine stores and pay the price. If you must order from them, have them ship to their store and pick it up - it costs you nothing in shipping. Then there are the local Marine sales/service places, just don't do it!
Safe Diving,
Wil