Have you tried inflatable anal plugs?

I recently purchased my first (the Ram Inflatable Vibrating Anal Expander, which I'll be reviewing soon). I definitely second Leil@'s comments; you should try inflating it before using it for the first time, and make sure you know how the quick release valve works. It does feel a lot like a balloon so I was wary of clenching down on it, but my first use went pretty well. It's fun to feel it expand inside of you. I could also see it being a lot of fun for partner play.

The material does not feel as nice as most silicone toys I've tried, it is more like latex, but it's not unpleasant (especially when coated in lube). Overall I'd be interested in trying another one day, but it probably won't make it into my routine toy circulation.