It can be a problem. You find a good looking piece of reef, rocky outcrop, or weed-covered bottom holding fish, but anchoring in the right place is difficult because of wind or currents or both.
There is a good marker-buoy for this and other purposes now available. As you pass over the spot just drop the buoy over the side and a sinker drops to the bottom, unrolling line from the buoy as it goes. It is a good and precise system.
Just as effective in shallower water is a detergent bottle or any plastic bottle that has a base wider than the body, and the same at the top of the bottle where the neck starts. Tie off and wrap 30 or so metres of line around the body of the bottle and attach a ten ounce sinker. Place a few small ball sinkers or some sand in the bottle. (Make sure you shake the bottle horizontally a few times to spread the sand or sinkers along the bottle.) This tends to stop the line unwinding from around the bottle once the sinker hits the bottom.
When you pass over the spot simply drop the bottle over the side.
Much the same thing can be achieved by using two polystyrene balls with a piece of broom handle or polythene pipe, or similar, glued between them. Drill a hole opposite each other in the balls and glue in a couple of sinkers, to stop the line unwinding once it has reached the bottom.
For deep water the bigger the styrene balls and pipe the easier and faster is will be to wind in the line.
The anchoring article goes into more detail.