i more recently bought the Booty Call Booty Rockets vibrating butt plug, which i have used most often with my partner - having it in my ass while we have PIV sex and it's wonderful! I love the "full" sensation and the vibrations and it's an experience for my partner as it's so powerful they can feel it vibrating while penetrating me.
Being a male, I'll answer for my partners. Most have loved being doubly penetrated. While in missionary I can reach under and finger her ass which is great for both of us. I've done that with medium sized (C battery vibe) toys as well. Many many times I use fingers in both holes and play til she cums.
With one partner I was in her ass doggy style, and she (after some difficulty) got a dildo in her pussy and f*ed herself. It was so intense that she exploded almost immediately with the most powerful orgasm. My current partner enjoys it as well, but with me and a full size toy it gets a bit uncomfortable for her.
I've never tried it and I do not plan on it.. Just never found it to be appealing. I know a few people that have done it though....Apparently they love it.. but yeah.. not me.. I can't see myself doing that.