Anal ftw ftw ftw ftw.
I don't think I can stress it enough- even if you don't think you "can" or could like it... it is just a matter of practice and technique. Refer to rachel06's useful post if you still feel reluctant.
I've have had so much faster and better orgasms- and not just because of the mental aspect- there is a real physical spot I feel is much better than any supposed "g-spot" stimulation.
With that said- done "wrong" (or perhaps "right" in certain circumstances)- anal can definitely cause extreme pain. Again- technique- and practice! Your ass needs to learn to accomodate that dick! :-P