Mark, the first 3 panels which I have connected to the house are the concrete posts, with 12" gravel boards, plus 5ft fence panels. As John said, you need to sink the posts at least 2 foot, and use pre mixed Post Crete (about £4 a bag from Focus/B&Q). I connected mine to the house wall by using a wooden post first, and bolting it into the house wall.
The rest of my garden is 8ft posts, 6ft fence panels. The problem I've got at the minute is I struggled to dig more than 12" due to the tree roots, and now it's blowing over. What I'm now thinking of doing is removing the bottom 4 slats from each fence panel (making it a foot shorter) and re-digging the holes another 2 foot, making the hole nearly 3 foot deep, and using 2 bags of post crete per hole.
In the first picture I only had 4 foot panels, I've since replaced these with 5foot, and as you can see from the 2nd picture, there is still quite a lot of post sticking above the 6foot panel.