Personally, I hate vaginal and love anal. But I can't come from anal alone--or at least, haven't so far. Warm up to it like hell for weeks in advance. Put a finger in you until it feels comfortable, then try the next biggest one: pinky finger, ring finger, middle finger, thumb. Use your other hand to rub your clit or nipples. Try your husband's fingers later if they're bigger.Do combinations. Try toys you already have, put them in your ass--or get new toys. And don't do any of this unless you're really aroused and extremely well lubricated! Once you're able to enjoy being penetrated with a toy or a group of fingers about the size of your husband's dick--experiment with using his tool. Have him read link
Honestly, I'd recommend that your husband complete all these steps too. If you as the penetratee were rarin' for anal and your husband as the penetrator was sort of going along with it, maybe it doesn't matter so much. But you sound a little diffident about the anal. Your husband needs to have sympathy to your feelings when he's doing you (and might also need some yummy prostate orgasms, mmmmm) and him trying anal too is a great way to get it.