Most of the anecdotal evidence ought to be rejected right away. It is subjective in nature, and any subjective experience depends on the individual(who's experiencing it) to explain it.Therefore, its acceptance is contingent on the reliability of the individual as a witness. Unfortunately, due to the malleability of our memory, whenever there is a vested interest, as is the case with an individual using the experience to justify his beliefs, these "facts" are not reliable.
At the same time, I find it amusing when people accuse others of a "prejudice" without knowing what it means. There are a few unpleasant truths that can be uncovered in every society after a thorough examination. It might be politically incorrect to say so, but actually saying it doesn't imply prejudice. I am particularly agitated by the media in "free-world" adopting self-censoring measures just to be "Politically correct."
Being free from prejudice doesn't mean you have to bury your heads in the sand and reject all evidence so that you don't come to a conclusion one way or another. If facts corroborate an argument one way or another, following through to the proper conclusion is the intellectually honest thing to do. After all, based on our studies linking smoking to lung cancer, we do conclude that smoking is injurious to health, instead of accusing the scientists of prejudice against smoking, don't we?