At the start of my
cruise I purchased a
sea anchor or
drogue, and tried it once in heavy
weather, but found it to be awkward and never used it again...
However I did have need for a sea
anchor on several occasions to slow my
boat down when running down
wind in a gale and, trying the
advice of some old timers, attached a sail by the
head and streamed it aft.. it created a lot of drag and did the job admirably..
I later bought two small car tires and when needed to, I streamed these aft on long
anchor lines instead of the sail and these were very effective as well and stowed easily in the back lazarette, along with the stout anchor warp I dedicated for this purpose. Sooner or later you WILL run into heavy
weather 
I preferred to run down
wind before a strong gale, so I streamed my anchor warps aft, attached to the sheet winches, this was the only point of sail that I would do so. If I wanted to slow down I would
head to windward and drop my main and keep a
jib or staysail set and back wind it against the opulk of the
rudder and hove to...