Although I am a huge fan of anal sex, I have found the idea of sticking fingers and toys up my ass solo to be somehow gross. Perhaps it has something to do with the idea of "exit-only" that somebody mentioned above, I don't know. If you feel that way too, I advise experimenting in the shower. Everything becomes insta-clean, and it's a warm and relaxing atmosphere.

Of course, water-based lubes don't work in the shower. Experience says vaseline, baby oil, or lotion work fine, but anybody feel free to correct me if there's some caveat for these products I don't know about.