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 it is good to use them, when you are trying to keep a class cohesive, and the classes should never be instantiated from outside their context of the outer class, make the constructors private and you have really nice cohesive encapsulation. Anyone that says you should NEVER use them doesn't know what they are talking about. For event handlers and other things that anonymous inner classes excel at they are way better than the alternative of cluttering up your package namespace with lots of event handlers that only apply to a specific class.