Wedge lock style anchors are most commonly recommended by column protector product manufacturers, however screw anchors are are becoming a popular choice of installation crews. Products like Simpson's Titan HD offer installation advantadges such as: 

•  No special drill bit needed: Designed to install using standard sized ANSI tolerance drill bits.
• Installs with 50% less torque: Testing shows that when compared to competitors, the Titen HD requires 50% less torque to be installed in concrete.
• Less installation time: No secondary setting or torquing is required.
• Hex-washer head: Requires no separate washer and provides a clean installed appearance.

All anchoring products should consider local code and regulations before selection.