Perhaps not easier, but definitely better to purchase separately.
If you can, bring her on board. Pegging (or, for that matter, any sex) is much better when both parties are comfortable, and finding a harness and dildo that you both are comfortable with and think is sexy will make it much nicer.
Get an O-ring harness. Get a silicone dildo. Expect to spend about $80-$100 for a nice setup, but keep in mind that a cheap setup will probably not work as well and will be frustrating. Make sure you both are comfortable with male anal stimulation first, because you don't want to go straight from nothing to "strap it on and shove it in".
Materials: Nylon is OK, but can be a bit chafing sometimes. Leather and vegan leather are both nice, as is the material in the SpareParts harnesses.
For a first harness I'd recommend a double-strap.
Dildo shape and size: Get a smooth silicone dildo with a bit of a curve. If you can get a 1-1/2" diameter dildo, at least 1-1/4". Wider dildos are a bit stiffer, so they're more stimulating and easier to drive. For length, get one with at least 5" insertable, and a bit more can be nice. If you want to visualize it, have your partner get in the pegging position you think you want to use and when she's in the "out" stroke measure the distance between her and your anus - it'll probably be 3+ inches. You want at least 1-1/2" inside the anus at the "outstroke" to keep the dildo securely inside.
