In some of my projects and in some books was said to not use inner class (anonymous or not, static or not) - except in some restricted conditions, like
Yes, forbidding inner classes is a useful practice, in that finding out a place forbids them is a good way to warn me off working there, hence preserving my future sanity. :)
As gicappa points out, anonymous inner classes are the closest Java has to closures, and are extremely appropriate for use in situations where passing behaviour into a method is suitable, if nothing else.