I've been tossing around the idea of adding an anchor roller to my offshore. I think I have the same dilemma/concerns as you. However, I have plenty of experience with the Windline brand of anchor rollers and they are very sturdy - although the ones I have experience with are the double roller ones (the fwd roller being slightly lower than the rear roller). There's no question in mind that they would hold up - my experience with them comes mainly from much larger boats - it's a non-issue with these smaller boats. A board underneath the anchor roller could always be added if you felt it was necessary.
As far as the lights go, I would have to go to side lights. Not a huge deal.
This picture is from my 28' Sundancer when installed the windlass, center cleat, teak (fake) and foot switches... but also used with 35'+ boats. This particular boat has the bow light mounted on a plate at the front/center of the bowrail with the wires run inside the rail.