I camped at Grand Ronde Lake, which is just a couple miles from Anthony Lake, 8 or 9 years ago. I didn't like Anthony's campsites (too "developed") and picked Grand Ronde which was much less crowded and more rustic.
The two things I remember most about that trip was 1) the drive up the mountain from North Powder, as the road snaked up higher and higher, until I began to see patches of snow off the road. This was in late July by the way. I remember thinking, Yikes, I might not be ready for this... and 2) one night there was a monster thunderstorm and the wind collapsed my tent.
Good luck!

Actually I highly recommend the area, its fairly remote and very beautiful... keep your eyes peeled for the big guy.