Like Melissa, I only anchor my seam if it will be a stress point later. My machine has a locking stitch that I use instead of back stitching and I use a thread bunny, then lock the stitch at the beginning and end of the seam. A thread bunny is a small piece of fabric that you put under the foot ahead of your seam to catch the thread end and get the fabric moving nicely before the edge of the fabric is under the needle - kind of like chain stitching.
I wonder, kd124, if you just use a smaller stitch at the beginning and ends or for the whole seam.