Tough call - if you haven't tried out anything really hard like glass, it's hard to say if you'd like it. I love it, and my second anal toy (after a silicone plug) was this:
link One thing to keep in mind is that glass, because it's so rigid, generally feels bigger than it actually is. Also, be very careful with thrusting, since it can bruise you. If you're curious about glass toys I'd say start small at first.
As for jelly, I got one jelly dildo as a gift and I hate it. I can only use it with a condom (which I generally don't do since I don't share toys) since I had a bad reaction to the material. I would never buy a jelly toy to use anally. NEVER.
which is better to use in your opinion? I feel like glass would hurt...a lot!
If you want a safe toy that is soft, try silicone. Some silicones are harder than others and Tantus makes toys with 2 layers of silicone - inner hard, outer soft. Don't go with Jelly - its dangerous to use and it cannot be sanitized like glass or silicone can be.