Without reading other posts, i can say this--

The first time i was anally penetrated was with a penis. It hurt really bad at first (and you can't just double up like with a stomach ache), but then when the pain eased (it was about 45 seconds), i was raring to go. We used lube the first time, but now we don't and he just shoves it in. i enjoy it that way, i like the pain, but i tend to ride the edge of what many would consider unsafe. i can say that i have never sustained damage or injury.

Aside from that, one thing that many seem to think is a good idea is to use a finger first, which has a relaxing effect, sort of like massage. then add a finger when relaxation has been achieved, and so on. Personally, i am a bit of a pain slut, and try not to stretch at all prior to pleasing my Man in this manner.

Know this: Many who have been sodomized tend to enjoy anal play.