I agree with the leaving a plug in before you have anal. It's too painful for me usually unless I leave a plug in for a couple hours beforehand.

The least painful position to me is doggy style, or with me bending over something... its a bit of easier access... or you can lay on your stomach... thats about the next least painful position to me...

Oh yea... use lots of lube, just nothing numbing like Anal Eeze cause you can do some damage since you can't feel if its too much

Hope that helps!