All depends on why you need anticoagulation....
Some examples:
1. DVT treatment: start with heparin until therapeudic PTT, then add coumadin until therapeudic INR, then send patient home on oral coumadin (remember you need heparin to start coumadin because protein C/S get blocked first and they are anticoagulants!)
2. Cardiopulmonary bypass surgery: you want heparin because it starts acting fast and can be reversed quickly with protamine. you don't want the patient clotting on the machine, but you also don't want him/her bleeding when they come off bypass