Now that we've covered the basics, let's move on to the more intimidating class of toys - the ones for anal play. These aren't for the faint of heart, but they're not as scary as you might think, either!
When it comes to the back door, there are a few things to bear in mind, the most important being: don't lose anything up there. I once heard it described as "a hungry little orifice," which is a good way to think of it. If you look at toys that are custom-made for anal play, you'll notice that they either are on strings (anal beads) or have a base that is flared. This is because the muscles back there are very strong - and often move involuntarily. If you put something in there that you can't hold onto or that doesn't have a flared base, you could be in trouble - and end up making an embarrassing (and uncomfortable) trip to the doctor's office.
This isn't to say you can't use dildos that aren't custom-made for anal play, however if you do, make sure they have something to hold onto, and don't use so much lube that you lose your grip. Safety first, people!
If you're not sure where to start but are curious, I'd recommend starting off with something custom-made for anal play - and I'd go with something small, like this plug:
It's not too big, but you'll still want to go slowly. The muscles in the anal region aren't accustomed to letting things in, and it can feel pretty weird at first. If you try to go too fast you might find it uncomfortable and be put off by the whole idea. Don't rush it, and don't worry if you don't get as far as you want on your first try.
Anal beads are great too - the texture can be quite pleasing and they can be inserted early on during play and removed strategically to enhance orgasm. Again, be sure not to lose them up there! A great set to begin with is "Flexi Felix," which looks just as cute as it sounds, is relatively small and, as the name implies, flexible.
There are some toys designed for men to use in anal play specifically to stimulate the prostate (or p-spot). The Aneros is a great one because it's designed to move pleasurably automatically when muscles contract, and it has a tab to massage the pressure point in the perineum. Click on the link to see an informative video that will show you the toy and identify the different features.
Bonus Tip: Don't forget to use plenty of (water-based) lube!