Hehehe one of my favorite things...
I've worn one for up to about 8 hours while I slept. The longest I've worn one while awake is about 3 hours. I've found that while moving around, plugs without a narrow enough neck in comparison to its body have a tendency to slip out without the aid of something to keep them in. Although sex is divine with one in, after cumming I feel a bit "crowded" with it in. Although the feeling passes with a bit of time.
My current favorites are the pyrex variety. Ebay has several varieties and I've purchased two from them. They are about 4 inches long stem to stern, and 1 1/4 inches wide at the widest part. I'm a bit sensitive and prefer them warmed a bit first, but since glass is so conductive it doesn't take long at all.
Lube is essential, and you can always wipe away any excess. As far as removal, once past the widest part they tend to just slide out. I prefer a firm smooth motion as opposed to a quick or slow one.
I've also found that keeping a spray bottle with rubbing alcohol in it to disinfect the plug after it has been washed is handy.