These are my favorite:
Wedge Anchors Selection and Installation Instructions- Concrete Fasteners.com
You'll have to figure out how many you need based on weight and specifications of the anchor.
If this is cinderblock, then you have to be careful not to hit part of a rib. I've used a stud finder to locate the ribs in concrete block.
The tighter you tighten these anchors, the tighter they get. In other words, they don't loosen easily at all.
Something that's done a lot is to mount a piece of Unistrut (Strut for short) which will push things out about 1-5/8 of an inch or so and then bolt to the strut. It makes things a lot easier because you have infinate adjustment in the horizontal direction because of the strut nuts.
See:
General Fasteners: Barnhill Bolt Co., Inc.