Ugh, I get so tired of seeing this. I only see a few situations where this is true:
1) You really have no idea what someone in your position in your area makes.
2) You have no "best alternative", i.e., you really need this job and must take any number they give you.
For everybody else, anchor, and anchor high. You can both prepare the recruiter in advance that you will be expensive and couch the actual number in terms where it's clear you aren't threatening to walk if you don't get it. Research has shown that anchors don't depend on any context to the actual issue at hand, so you just want to state an incredibly large number in some way, doesn't have to as direct as, "I want $2.5M / year in total comp from your company." Hell, you should want them to chuckle a little at your number.
If they anchor low on you, your only option is to reset hard. You have to make it abundantly clear that the number is unacceptable. The less desperate you are for the job, the harder you should rebuff a low number, ideally with a "I wish I had known that's where you were thinking, we could have saved everyone a lot of time."
Negotiating is a game. Have fun with it.