Once you use PF, you can't really go back to iptables. The fact that you still can't create anchors or anything equivalent in iptables blows my mind. I can look at any of my older configurations from PF and understand what I was doing very quickly compared to iptables which is much harder to read and much less intuitive.
Can you briefly explain how a PF anchor is not equivalent to a iptables chain? From a very short perusal of the PF documentation it appears to be the same concept to me (i.e. a set of filtering rules you can branch to from another part of the ruleset...)