Not speaking from experience, but from what I've read, Colt sounds safe and a little better than some of the other options. However, don't take my words really serious because I've never even done anal anything! Lol
I would get one of something that interests you. Guesstimate the size, probably something small to medium. Then decide again when you are ready for a new toy.
Glass or silicone are good choices of material with silicone being the friendliest because it's softer and warmer.
I'm a big fan of a la carte and silicone. Start off with fingers, then get a silicone plug or probe of a comfortable size (measure around your fingers, but in general 2 fingers = ~ 1-1/4" diameter). Then as you figure out what you like and what sizes you need you can get further toys. Silicone is the way to go at first - lasts forever, no funny chemicals, easy clean, and santizable.
My boyfriend and I are interested in trying anal. Which kit would you suggest?
EF sells a first time anal kit, that includes three anal plugs. They are all pure silicone come in different shapes and are all amazing. They were one of my first anal toys and I still love using them. And they are only $21!!!!! Good luck!
Wendy williams anal trainer kit, it looks the most like the same size/shape of a penis.
You don't need to worry too much about the shape. What you need during warm-up are two things: you need to get the anus warmed up enough to stretch comfortably around the body part or toy you are planning to use, and you need to get the interior folds aligned (valves of Houston and, for deeper play, the rectal sling). You can get one tapered plug of about 1-1/2" diameter and one silicone probe that's longer and that will work well.
Some people don't even need to worry about the depth stuff.