To throw my two cents in, I don't often bring an anvil. I can buy it in the first year easily.
I don't buy more food, though - I'd rather spend my starting points on buying things that will be unavailable in large quantity at the fort (and can only be had in dribbles from the caravans). I'll bring bountiful bauxite for magma map mechanisms, multitudinous marble for maps without flux, and some bituminous coal (and a charcoal) to jump start my metal/glass industries (three seasons after starting, when I have my first anvil), usually to make a magma pump so I won't need coke anymore. It's all cheap compared to an anvil, too - 1000 points gets you 100 bauxite and 100 marble! On a map with magma, do you want an anvil, or do you want to not have to carefully ration your bauxite floodgates and mechanisms? On a fluxless map, would you rather have an anvil immediately or an extra 50 steel later?
Heck, I don't even bring a steel axe. First off, it's silly that we can't bring copper axes; second off, a steel axe is equivalent to ONE HUNDRED LUMBER, which is NOT going to get used in the first year or two - plenty of time to forge or buy an axe.
It IS simpler to bring an anvil and an axe and get everything started immediately, but it's just not quite as efficient a use of your starting resources. You need food, and booze, and dogs, and skills, but other than that I think it's better to plan ahead and bring the resources that won't be available in your fort location.