Two separate issues here:
a. Anticipate vs. Expect: I've just found an article (http://dictionary.reference.com/search?q=anticipate) indicating that even though, formally, they mean the same, people seem to restrict anticipate's use to situations in which advance action is taken. The difference becomes obvious when comparing unexpected to unanticipated.
b. I don't think "I anticipated him to come" to be grammatically correct. Perhaps it should be "I anticipated he would come" or "I anticipated his coming". This is just a gut feeling. I'd like to get a second opinion on this.
Hope this helps.