If my wall has metal studs, is it better to anchor heavy objects through just drywall or also through the studs?
It's going to be more secure to use the studs, but depending on the weight of what you're hanging, it may not be necessary.  If you're hanging more than 40+ pounds, I'd go ahead and use the studs.

Instead of using wood screws or lag bolts as you would use in wood studs, use toggle bolts similar to the Toggler brand that you mentioned.  Starting from the center of the stud, make progressively larger holes in the drywall and stud until the toggle bolt will fit through.  Follow the instructions as if you were putting it through just drywall.  You'll only need two studs for all but the most heavy items.  I've used this method to hang a small server rack in a partition wall, and it's stronger than I expected.