We have been cruising almost non-stop for 30 years now including 2 circumnavigations. We have never used a windless. Yes it is tough, especially on a bigger boat. We started out on 24' and now are in a 47'. Windless seem to break, and when they do, the voyage stops. And as you all know, they aren't cheap.
Pulling up the anchor yourself is tough, real tough. Especially if you haven't done it before. On the plus side, you do get stronger, much.
A few hints: Don't try to pull it up all at once. Pull for a few minutes, then tie her down and walk around the boat (Looking important in case anyone is looking) Pull a bit more. Rest. At first you are only pulling the chain up. (need I say that you are feathering the boat into the wind with your engine or the mainsail?) At the end, the chain has to be pulled up with the anchor dangling at the end. If you have a crew, everyone pulls at the end. You know--one two three, pull. It works better than you think.
If you are a single hander, it is easier. (except for the feathering into the wind and pulling the anchor at the same time!) Single-handers are stronger. They have to be. They are forced to be.
Once you get good at pulling the hook, you will find that you are faster than most windlesses. Cool, huh! Of course, there are the strained muscles. You can prevent most by pulling with you legs. Grab hold of the chain and walk back towards the stern. Recover hand over hand. Repeat.
Still don't believe me? check out my blog/site/place where I write when my shoulders are hurting!
It isn't for everyone but if you are serious about cruising cheaply, it is the only way to go!
By the way we are running 3/8 chain and a 50 pound anchor, just in case you are argumentative!