#1 thing - foreplay. Get excited, enjoy an anal massage, and start with some small toys or fingers (stop playing with your penis during and immediately after insertion, as you will tend to tighten up with genital stimulation). It's not all sexual, either - you need to be relaxed and comfortable. Make sure the room is warm and there are soft bits (pads, folded towels, whatever) wherever they need to be based on your positions. Choose a position that allows you to relax.
If you're worried about mess then you're less likely to be able to relax. There are a few different approaches. One thing you can do is wait a couple of hours after eating (an early dinner is a good plan for pegging/anal nights), go to the bathroom and "try", then use a dildo or finger to check things out and make sure there's not going to be a problem (there probably won't be). Be sure to use lube and go slow enough to make it comfortable rather than rushing and causing pain. Pain is the enemy of a comfortable anal experience, because you will then tend to tighten up as a defense.
If you do want to try an anal douche (really a small enema) then by all means go ahead. They're still figuring things out, but the preponderance of evidence points to small enemas (1 cup of liquid or under) of warm water or isotonic saline (add a pinch of salt and baking soda to the cup) being fairly innocuous, and they do ensure that you are clean. Just do them over an hour before you start play so things can settle down. If you go this route either get a Fleet-type enema from the drugstore and empty the contents out (replace it with water - the solution that they come with will cause problems) or get a squeeze-type enema syringe bulb from the drugstore or mail-order. Give yourself two and things should be pretty clean.