I came across this post recently and thought I should edit it to reflect that duality. Thanks for bringing it to my attention.
DatSplat has a nice entry about this issue: http://www.datsplat.com/grammar-any-time-versus-anytime-one-word-or-two-words/]]>
Anytime is a valid word – see http://dictionary.reference.com/browse/anytime.
b. is correct. For a. to be correct, it must read “at any time”]]>