An anchor snubber is important if your boat has an all-chain rode, we only ever use one if we anchor in shallower waters and that we haven't used up all of our chain. If you have a rope-to-chain rode, with a short length of chain you won't need a snubber.
The snubber takes the load of a windlass, or chain stopper. Use a stretchy line, like 3-strand nylon. The longer the line, the better it'll stretch. The ideal length is 15 m (49 ft) in a blow, but can be shorter in moderate conditions. If using the anchor fairlead to run the line, add some chafe protection. Also, make sure there is enough slack in your chain to allow the line to stretch.
Multihulls may use a bridle, a line spliced into two, with one end tied to the chain and the split lines running to cleats on either side of the bow. Boats with bobstays also make use of bridle, as the wire can cut through the snubber line.
Using a chain hook works, but in calmer conditions it might slip off (we've had that happen many times). It is better to use a rolling hitch to secure the line to the chain.