In general, it is best to avoid using anyType within your WSDL as it makes interoperability difficult at best, since both the service platform(s) and any client platforms must be able to map, or serialize/deserialize the underlying object.
WSDL will typically get generated with anyType when the underlying data type (e.g. object) cannot be resolved.
You may find with Axis2 or Axis 1.4 that your WSDL will work with anyType because some vendors/platforms map it to, for instance, java.lang.Object, which allows it, if it's XML-compliant, to be processed into a SOAP message, and allows processing from XML to a Java object.
You should begin generating your WSDL as early as possible, checking it for the use of anyType. In your development focus on implementing the overall web service structure first and implement the actual service functionality last. For instance, code your web service operations as stubs that merely echo back with minimal processing the input parameters to ensure they can be processed successfully from end to end.