I've completed my undergrad as a sociology major, but I'm having second thoughts about the field and am considering a switch to anthropology in grad school. The two fields seem very similar, but honestly, anthropology seems more hands-on and less intellectual. Also, from what I've experienced online, anthropology seems to be a much more active and networking field (using twitter, NING, reddit, etc). This gives me the impression that it is more in touch with the world.
The academic division of labour between the social sciences varies from country to country. I have taught for about a decade in the US and my impression is that sociology is formal and narrow there, too impressed with economics and mathematical techniques. There are probably variations between universities in this respect. UCLA sociology is quite wide-ranging, for example. In Britain and France, for different historical reasons, sociology is more catholic and open to anthropological influences. Political science is the nearest US equivalent to this. There are also some fabulous graduate programs in law, especially at Yale which takes a social approach. American society is so much governed by law that it is often the most relevant and flexible discipline for studying society there. In Brazil sociology is often rigidly Marxist and as a result anthropology, which was not long ago trapped in its Amazonian enclave, has become a wide-ranging exploration of contemporary urban society and culture. So, apart from internal variations within the US, you might want to consider what Canada has to offer, if that is feasible for you.
As for the leading anthropology departments, I always preferred the big state universities such as Michigan, Wisconsin and California (especially Berkeley) to the private universities like Stanford, Chicago and Columbia, although all those are excellent. You might want to look at the difference between schools with a four-field approach and more specialized social or cultural anthropology departments. Depending on your interests, neighbouring departments like sociology, history, political science and area studies might play a role in your choice, since a PhD committee is rarely drawn from with one department and you can take courses outside your specialist department.
If I had a vote, it would be for Ann Arbor. But I am sure you will get different advice from our American members. I think what matters most is the place, not the discipline. Doing a PhD is really hard and you might as well live somewhere you enjoy being. Of course, if someone offers you a great fellowship, you will probably go there.