An anchor member comprises a substrate; and at least one insert secured to the substrate and extending outwardly from an outer surface of the substrate. The insert is configured for engagement with another member. In an embodiment, the insert comprises a shell at least partially defining an empty core. Alternatively, the insert comprises an inner portion and an outer portion disposed on the inner portion; the inner portion comprising a soft material which comprises one or more of the following: a low carbon steel or an aluminum alloy; and the outer portion comprising the soft material and a hard material and having a gradient in the weight ratio of the soft material to the hard material, the hard material comprising one or more of the following: an intermetallic compound; a ceramic; a hard steel; or a titanium alloy.