I think it's always better to at least try to get a keyword in the anchor text. As long as your brand name isn't a super competitive keyword, you're always going to rank #1 for your brand name. Why get links on a term you're always going to rank #1 for. I think it's just as easy to include your brand name with a keyword, i.e. "Brand Name Blue Widgets" or "Blue Brand Name Widgets". That way you get a boost on your brand name, but you also get a boost on that keyword. Plus from a "random surfer" standpoint I think if people aren't familiar with your brand name it's important to include a keyword just to let users know what exactly you sell.