I really like my Nexus Maximus, the silicone is nice and soft (and the smaller Nexi use the same silicone), and from everything I hear the Share is also soft and offers good stimulation for the woman. I've heard that the Feeldoe is the stiffest of this bunch, and if you don't have the right geometry it might get a bit uncomfortable. There's a new strapless strap-on out called the Tango that I've heard good things about, but I don't know anything about how stiff the silicone is.
The bad news is that I don't know if your harness will take the double-ended dildos - check to see if you can take out the padding so you have a hole straight through to your wife's side. Either way, the vibrating function will help stimulate her.
If you can't put a double-ender in but she still wants a toy, you can get a sleeve that will hold a dildo for her - Aslan makes one called the Double Up Dildo Cuff (
link ), but Eden doesn't seem to carry it.
The other big thing is, as has been said before, communication. Pegging is an activity that can be paired with mind games that blur the lines between our social constructs of male/female and gay/straight if you want to - but it most certainly doesn't have to. Even though pegging isn't inextricably linked with genderplay, inTalk about your expectations, fantasies, plans, feelings about pegging, etc (ideally while holding her). If you aren't doing any role-play/fantasies make sure she knows that you are having sex with her, and she's the only one you want to do this with (I'm assuming that this is the case since you said "wife" - change things as appropriate if it is not), that you want to do this with her because (fill in blank) and that you love her, because there almost definitely is some social conditioning that she's struggling with on some level, because that's often the way it is, at least in most of North America.
For your first dildo, you might want to look for something non-realistic. While I've heard this pointer mentioned in the context of "how to get your man to bend over for you" it also is applicable to making your SO comfortable in some cases - another one of the reasons that communication is essential.