I never bring an anvil. Other than trying to make the game more difficult I have yet to see a valid reason other than personal preference for bringing one.
When the most effective weapon in the game is a crossbow, which can made without an anvil, the "I need weapons early on, just in case" argument falls to pieces. When you can stick the dwarf with the crossbow behind a fortification 1 z-level higher than your entrance, the "I need metal armor" argument falls to pieces.
When you can 100% avoid fey moods that require an anvil until you procure one, the fey mood argument falls to pieces.
Those 1000 points can be spent so much better elsewhere, bringing items you can't easily get from trading your first year. Some things to spend those 1000 points on:
Muskox - a herd of muskox will produce a lot of meat, leather, and bone(ammunition!). Dump the first pair into a 1 cell pit and forget about them for awhile until the herd builds up. Has anybody ever found a breeding pair of muskox at the trade depot? I never have.
Wood - Lots and lots of wood. Being able to make barrels, beds, and bins whenever you need them early on makes fortress management much easier. 1000 points will buy 333 logs. How many seasons would it take you to get 333 logs from trading?
Leather - 20+ leather gives you enough bags for initial seed, dye, and leaf production until you can you get your pig tail cloth bag production line rolling.
Training - More points for training is always nice.
Dogs - Being able to bring 4 or more dogs instead of just 2 helps you get your invisible enemy detection force up to speed that much quicker.
Stone - Bring enough stone along for your initial surface buildings, including trade depot, walls, bridges, mechanisms, etc. This saves a lot of time and allows you to get an easily defended trade depot operational in the first season---before any invaders arrive. A rectangular curtain wall containing your wagon and a trade depot with a drawbridge controlling access to one side of it is pretty good early defense. Put a dogleg in it to prevent enemy missile fire from coming in.
So yeah, I find it impossible to make a case for bringing an anvil along that doesn't hinge entirely upon personal preference.