The authors are concerned with the critical properties of the anisotropic Heisenberg chain, or XXZ model, with arbitrary integer or half-integer spin. The eigenspectra of these Hamiltonians, with periodic boundaries, are calculated for finite chains by solving numerically their associated Bethe ansatz equations. The resulting spectra are found to be in accord with the predictions of conformal invariance and the operator content is identified, for lattices with an even and odd number of sites. The results for spin 1 and spin 3/2 indicate that the conformal anomaly c for these models, in the gapless regime, has the value c=3S/(1+S), independent of the anisotropy, and the exponents vary continuously with the anisotropy as in the eight-vertex model. The operator content of these models indicate that the underlying field theory governing these critical spin-S models is described by composite fields formed by the product of Gaussian and Z(N) fields, with N=2S. Finally some of the irrelevant operators which produce the leading finite-size corrections of the eigenenergies are identified.