I was 17. I had used toys anally in the past, so it wasn't painful. It was ok because at the time I couldn't have orgasms from any form of sex. The guy wasn't huge, so it was just boring like vaginal sex was at the time. I can now have orgasms from vaginal penetration, and my boyfriend has no interest in anal sex, so we stick to vaginal.
I had it for the first time this year. I'm 21. I thought it was great! My boyfriend is average size, and it hurt a little, but using lots of lube helps and it felt really good once we got going. I've done it a couple times since and it doesn't hurt anymore, just feels awesome.
I was 29. It was a very powerful emotional/psychologica l experience. Physically it was a lot of pleasure and a little pain. I "broke myself in" with a hard plastic classic vibrator a couple of months before it happened, which made it a lot easier than it would have been.