Deborah Howell wrote this column on anecdotal leads, and how to do them right: Readers' Plea - Get to the Point.
Confession: I love anecdotal leads. It's sort of my comfort zone. But Howell makes a point that in this information age, readers want the 5 Ws and 1 H right away. She's not saying don't do anecdotal leads, but we have to do them smart, by mixing all the necessary information in with our anecdote. She has a good point.