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Measurements of the cosmic microwave background (CMB) spectral distortions (SDs) will open a new window on the very early universe, providing new information complementary to that gathered from CMB temperature and polarization anisotropies. In this paper, we study their synergy as a function of the characteristics of the considered experiments. In particular, we examine a wide range of sensitivities for possible SD measurements, spanning from FIRAS up to noise levels 1000 times better than PIXIE, and study their constraining power when combined with current or future CMB anisotropy experiments such as Planck or LiteBIRD plus CMB-S4. We consider a number of different cosmological models such as the $Λ$CDM, as well as its extensions with the running of the scalar spectral index, the decay or the annihilation of dark matter (DM) particles. While upcoming CMB anisotropy experiments will be able to decrease the uncertainties on inflationary parameters such as $A_s$ and $n_s$ by about a factor 2 in the $Λ$CDM case, we find that an SD experiment 100 times more sensitive than PIXIE (comparable to the proposed Super-PIXIE satellite) could potentially further contribute to constrain these parameters. This is even more significant in the case of the running of the scalar spectral index. Furthermore, as expected, constraints on DM particles decaying at redshifts probed by SDs will improve by orders of magnitude even with an experiment 10 times worse than PIXIE as compared to CMB anisotropies or Big Bang Nucleosynthesis bounds. On the contrary, DM annihilation constraints will not significantly improve over CMB anisotropy measurements. Finally, we forecast the constraints obtainable with sensitivities achievable either from the ground or from a balloon.