well i have run the ground from a threaded hole in the front of my passenger side head to the frame rail. I have no idea what an anode is. please do explain.
Most of the problem is with aluminum radiators. If you keep your coolant flushed and replaced at the recommended intervals you won't have trouble with it. If you don't you can develop a current conducted through the coolant which will cause pits through the radiator from electrolysis.
As far as the heads and block go I'd eventually try to find a spot on the cast iron block. Even a bolt holding on a bracket. I've heard both sides of the argument as to grounding to aluminum heads. It's like, are redheads better lovers or are brunettes? Everyone has an opinion but I've never seen a definitive test. Why chance it and possibly have problems down the line. You might and you might not but if you ground to the block you know you won't.