I find that I am subconsciously anchoring almost all the time. You don't have to "anchor" or permanently tie say your pinkie to a solid point (for all time) - but I find that it's always out there sliding around and touching something, somewhere...or maybe it's my ring finger just planted like a stool leg on the pick guard. Just some sort of reference point. Oh and it should be pointed out that this point varies greatly by which guitar I am playing, of course. Different features and terrain to feel for.