Anecdotal evidence has about as much value as correlation studies. It's inspiration for a real study at best.

Oh, of course. I live my life primarily based on what I learn from anecdotal evidence. For example, if anecdotal evidence tells me that my girlfriend is likely to do X, where X is a particularly undesirable behavior I transition her to 'ex'.

This is worth emphasizing: I don't think you know what you are talking about. Observational studies can be very valuable for drawing causal conclusions -- if you are careful.

Here's an example: http://www.biostat.harvard.edu/~robins/publications/Long-term.pdf

There are many other examples.