Quick answer
For common plastic wall anchors, the drill bit usually matches the anchor hole size. Typical wood-screw anchors use 1/4 in for #6-#8 screws, 5/16 in for #10-#14 screws, and 3/8 in for #16-#18 screws.
#6-#8 screws
1/4 in anchor hole
#10-#14 screws
5/16 in anchor hole
#16-#18 screws
3/8 in anchor hole
Start with the anchor, not the screw
Anchor packaging is the final authority because drywall anchors, masonry anchors, toggles, and self-drilling anchors use different hole rules.
Drywall versus masonry
Use a standard twist bit for drywall and a masonry bit for brick, block, or concrete. For heavy shelves, cabinets, and TV mounts, attach to studs or rated masonry anchors instead of relying on light-duty drywall anchors.
Useful tools for this job
A mixed anchor kit with printed drill sizes makes it easier to match the anchor, screw, and bit without guessing.
Frequently asked questions
Should the wall anchor be tight in the hole?
Yes. It should push or tap in snugly. If it falls in loosely, the hole is too large and the anchor rating no longer applies.
Can I use a smaller drill bit first?
Yes. Starting slightly smaller is a good way to avoid oversizing the hole, especially in soft drywall or old plaster.