Mark Dawson's story, "Why I chose not to get a PhD", has been online for a few months and is well worth reading for prospective anthropology students.
Was all my education and training a waste? Hardly. I was a trained anthropologist, with extensive technical expertise, had years of experience watching how people interact with technology, and had a couple of years’ experience in a consulting environment from my previous graduate degree. Those were all qualifications people were looking for. Once I cracked the code of what I wanted to do, and where it was valued, I was fielding multiple offers precisely due to all the effort I initially thought I had wasted by not getting the PhD.
It takes luck and hard work to make anthropological training into a career. More work than luck. "Watching how people interact" sounds easy enough, but doing it systematically, being able to abstract information from the observations, finding ways to add value by writing about that information for a specific audience -- these are hard things, even for academic work. And there's a lot of unreadable academic work out there, which may once have made a line on someone's CV, but added no value for anyone else. Hard work helps more than a degree, even if you're limiting yourself to an academic career.