Before dropping the money on a nice double (don't bother with a cheap one - you're just wasting it) I have one question for you - do you know you like anal stimulation? If you're not sure, a double is kind of an expensive way to find out. If you do want one I'd say Fun Factory Share or Vixen Nexus, as the Tantus Feeldoes are kind of stiff and can be uncomfortable if you're not careful (although the bulb is better for holding in the anus). For any of these you'll want a harness if she'll be holding it in vaginally and you'll be recieving anally. Another option for this is the Aslan Double-Up Cuff, which allows you to use two single-ended dildos, and I think you can mount the "inner" one low enough to penetrate her anus if that's what you want.
If you're talking a straight double in both of your anuses as the same time with you both bent over butt-to-butt ... don't bother. It might sound like a hot idea, but I don't know of a dildo that would work and be both safe and soft, and it's hard to keep both ends thrusting equally. Instead try one person wearing a plug or a single-ended dildo inserted anally and handheld, with that person either using their penis or a strapon to anally penetrate the other.