You want to mount an anvil on something that has resilent..........mounting an anvil that you work on, on either concrete or steel will get you two things.....a LOT of noise, and after a short time a case of tennis elbow that you couldn't buy in Chicago!
There is also another side to this too. Hard stands such as steel or concrete will transmit the energy of the hammer blows through the anvil and stand, and into the ground which the stand sits on. When an anvil is mounted correctly on a resilent material stand, the anvil will transmitt the energy of the hammer blow back to the work piece. In other words, you will do more work with less effort.