Even today anal is still a bit of a taboo, more with the older generations then the younger but most girls will simply say "No" to anal and that'll be that, which is a great shame as I think anal is probably the pinnacle of all sexual acts and a sign that a couple love each other enough to do it correctly.
Anal takes a lot of trust, communication and knowledge of each other's body language to do right, but once you've felt the amazing feeling of balls resting on your butt cheeks as his cock throbs, filling you with his cum that you can actually feel hitting the walls of your ass you'll wonder why your not being buttfucked every waking moment.
This is a guide for men, women and couples into how to get started. Anal sex is not for one night stands in my own opinion, so I'm assuming you know the person you doing it with well.
Being an anal lover a lot of the things here I no longer do. I wear a buttplug most days so he can easily fuck my ass when the desire takes him (and it feels amazing knowing that no one knows you have something in your ass while at work). It's not uncommon for me to come back from work, take my bottoms off, kneel on a chair and tell him to lick and fuck my ass. Feeling him cum in my ass gives me such an awesome orgasm my head goes light as if it's some kind of outer body experience. For newcomers I recommend using a buttplug the same size as his penis though I personally use a slightly smaller one as I like the tiny twinge or pain as his head pops into my ass, and the feeling of him stretching me as he slowly pushes his full length into me.
Anyway, onto the guide...
First your going to need to go shopping. Lube is important, the first time we tried anal (all those years ago) we didn't use it - to say the least it didn't go well... Personally I use Liquid Silk. It's not too goopy, plays nice with toys and has the staying power. Sadly it's also one of the pricier ones out there. Some shops do lube specially for Anal, no idea what the difference is but if the price is right it also does the job.
Your also going need some buttplugs, I suggest getting 3 different ones but you could probably get away with 2. You want the smallest one you can find, one a bit bigger, and then one about the same width as his cock. Make sure they all have flared bases.
You should start "training" your ass about a month before getting fucked in it, it'll make the experience a lot more enjoyable for both parties. I find the best way to push a buttplug up your ass is too place it on the floor, lube it and your butthole well, and squat over it, lowering yourself onto it, and then pushing it fully in with your hand. Don't push it in in the tampon insertion position - your ass will be too tight.