I beg your pardon? You need 1 pick, and perhaps 1 axe (though I go without the axe, seeing how it costs the same as 100 logs). Yes, bringing an anvil is more effective if you need to forge tools and weapons early on, but let me spell it out for you: you decidedly do not need to forge anything early on. At least not if you're a new player, trying your first or second fortress. The case might be different if you're expecting orc sieges in the summer of your first year.
I too wonder how taking picks at the embark is "ineffective".
6 picks are worth 120 points and you can use them immediately. If you want wood, just take enough, why waste points on an axe? But even with an axe the total goes to 420 points.
Anvil and 6 copper are 1060. That's 940 points wasted, or 630 if we add a seventh copper bar for the axe.
6 picks are more than enough for the entire lifetime of the fortress.
I have yet to see a dwarven caravan without an anvil. But on a few occasions I did embark on maps where I couldn't find a single goddamn piece of weapon-capable ore even after extensive prospecting mining, what good would an anvil and a smith do me on such a map?
So Architect, if you like considering small chances, consider this. When I take an anvil, I'm betting on the chance that I find some useful ore. When I take a pick, I
know it will be useful come hell or high water.
And if orcs are expected in the summer, taking enough picks becomes even more important. With 6 picks and 6 miners/masons you can dig a trade tunnel to the map edge, provide it with security measures and turtle up. So you will get both security and trade. With an anvil what you get is either seven dead dwarves, or no trade.