yes, but they are a lot cheaper at the hardware store.

That's just what you need but you find them at any hardware store.

I personally don't like the plastic anchors because they don't seem to drill very well into different kinds of drywall. Instead, I opt for the metal anchors like these http://www.homedepot.com/h_d1/N-25ecodZ5yc1v... they've worked out well for me. However, you can't use them twice.

They both leave a fairly large hole in the wall.

YES, they are used to hang heavy objects and are a must in that case. They are even referred to as anchor bolts.