Woohoo, Three Word Phrase comic! When I was first just entertaining the idea of anal stimulation, I shoved the following up my butt:
-Thick Sharpie marker
-Smooth handle end of a screwdriver (I know, AHHH!)
-Butt end of vibrating razor without the razor attached
I also used aloe goop as lube a couple times back in the day. What a depraved soul I was/am! Actually, I'm lucky I didn't ever hurt myself...