Our first night at anchor was at Horn Island, a little barrier island off the coast of Mississippi. It is a bird sanctuary without any buildings. It was calm when we arrived, calm over night, and calm in the morning. This was great since it was our first time to drop and pickup our anchor (other than a test in the marina) and attach the anchor bridle (a device made of rope that we attach to the anchor chain and then to two points on the bow to spread out the force and because rope better absorbs shock loads). Sleeping at anchor can also be a little anxiety inducing--you don't want the anchor to lose hold over night and drift ashore or elsewhere. Less worry of that on a calm night.
The following night we anchored on the north side of Dauphin Island. There were beach houses just on shore and we saw some people taking beach walks (too chilly for swimming!). It was choppy coming into the anchorage (which was actually a backup anchorage when we found our first planned spot way too choppy). And winds hit over 20 knots over night. Still windy and choppy in the morning. Not ideal--but the anchor held.
After some storm days at two different marinas, we anchored in the Big Lagoon off of Pensacola Bay. We had planned to anchor in a little cove on the west side, but we found too many boats there and headed all the way to the east side. It was windy and choppy on the way over, but it settled down and we found the spot to be calm to anchor, overnight, and in the morning--even though we were right off the channel.
Next we anchored in Destin Harbor for four nights. The harbor is surrounded entirely by restaurants and homes. When we came in Friday evening, there was a floating tiki bar with black light and pop music (possibly karaoke) that came up and around us as we were looking for a place to anchor. Weird and fascinating. The harbor is shallow in some points, but has a pretty big area with 9 to 10 feet where we found a spot. From lunch time into the night we could hear music playing from the nearby restaurants. It was festive and did not bother our sleep.
After Destin we spent one night at anchor in Saint Andrew Bay at Panama City. Our originally planned spot had such a shallow looking approach we decided to anchor near another sailboat along the channel. There must have been a current, because although the wind was blowing from the South (which would usually cause the bow of the boat to point South), we were oriented East-West. The water was a little bouncy, but not bad--until 4:30 a.m. when we began rolling so much I thought we might fall out of bed. I assume this was due to fishing boats going out along the channel and leaving a wake--although it seemed to last 20 minutes or more. I was glad this was a one-night spot. One interesting thing about the inlet to the bay (which we also noticed in Pensacola) is the border between the bay water and the gulf water as the tide moves. On either side of the border the water is a different color and it is sort of bubbly where they overlap. I think this may occur during the flood tide (when the tide is coming in).