Stainless is the best material for temp play with glass coming in second. Stainless keeps the temp longer.
As far as hot goes, test on the inside of your elbow. You don't want to burn your ass. You have to do other things with it, ya know?
As far as cold, as long as the temp of the toy in not like 20 deg or lower, have at it. As long as you use some good lube there should be no problems with the toy sticking to you.
I find that cold does not work as good as warm for anal play but it is fun. The ass tends to "clinch" up with cold temps.