Hmm, if it's for anime music making, windows movie maker is more than adequate unless you're a meticulous editor. 99% of AMVs produced have no warrant for a powerful video editing program.
Sony Vegas is used, by large, in amateur film productions and music videos. For example, the gaming videos scene heavily relies on Sony Vegas, primarily because it's got a very linear and simple interface and is really good for syncing to tracks. The vast majority of CS fragmovies are made in Sony Vegas, for example.
http://www.sourceradio.com/modules.php?n...ch&id=1186 is a good example of what it can do. Has some basic masking and some heavy syncing.
However, Vegas is shunned by most professional media production groups. Primarily due to snobbishness, but also because the workflow with Adobe and Apple Products (including Photoshop, Illustrator, After Effects, Final Cut Pro and Logic Pro) are less than stellar. Also, it's unavailable on the Mac platform, which holds it back from the American pro-apple elitist segment in the US. Many media producers still believe that Mac is best for everything media related. This isn't true at all.
The other two popular choices are adobe premiere (and after effects as a supplement for advanced effects, though I personally use vegas with after effects to produce my videos) and Final Cut Pro (unfortunately, what I'm forced to use when I do corporation work).
Adobe Premiere is very powerful. It's also seamless with Photoshop and After Effects, which makes it VERY useful and intuitive to a photoshop user. It also has a very strong audio engine, which I find limiting in Vegas. It's slightly harder to use than Vegas, and it doesn't have QUITE the prestige of Final Cut, but it's a good balance of the two. It is primarily used for micro editing (editing small bits of scenes in RAW) and for the initial application and production of After Effects clips.
Final Cut Pro is powerful but overhyped. It's what most professional film outlets use. I personally find it tricky to micro-edit in Final Cut, and find it's more useful for larger projects. A lot of post-editing processing is done in Final Cut, so take from that what you will.