WhiteTower: There are too many variables to answer that in all cases, but in general keeping an anchor (2 on the same bar in your opponents base) means you are putting yourself at risk of being gammoned in exchange for a chance of winning, so you would do it only if losing the race.

If you're losing you would run a piece only if you were trying to save a gammon (say you were 4-0 up in a 5 point match), otherwise try to keep the anchor and build your own prime up forward.