I have found the lighter anchors, of any type, to be inadequate to reliably supporting a light... even a small one!
Tapcons are good, and are the only fastener to use if there is a sheet of steel over the concrete.
Drop ins, or their relativem the "mushroom" stud, are another good choice. The studs seem to help you line things up.
For drywall ceilings, toggles are the only way to go.
