The adoption of Transformer-based architectures in the medical domain is growing rapidly. In medical imaging, the analysis of complex shapes - such as organs, tissues, or other anatomical structures - combined with the often anisotropic nature of high-dimensional images complicates these adaptations. In this study, we critically examine the role of Positional Encodings (PEs), arguing that commonly used approaches may be suboptimal for the specific challenges of medical imaging. Sinusoidal Positional Encodings (SPEs) have proven effective in vision tasks, but they struggle to preserve Euclidean distances in higher-dimensional spaces. Isotropic Fourier Feature Positional Encodings (IFPEs) have been proposed to better preserve Euclidean distances, but they lack the ability to account for anisotropy in images. To address these limitations, we propose Anisotropic Fourier Feature Positional Encoding (AFPE), a generalization of IFPE that incorporates anisotropic, class-specific, and domain-specific spatial dependencies. We systematically benchmark AFPE against commonly used PEs on multi-label classification in chest X-rays, organ classification in CT images, and ejection fraction regression in echocardiography. Our results demonstrate that choosing the correct PE can significantly improve model performance. We show that the optimal PE depends on the shape of the structure of interest and the anisotropy of the data. Finally, our proposed AFPE significantly outperforms state-of-the-art PEs in all tested anisotropic settings. We conclude that, in anisotropic medical images and videos, it is of paramount importance to choose an anisotropic PE that fits the data and the shape of interest.