I have tried one but found it more of a hassle than anything. I'm sure there are better ones now but the one i had was latex material, yuck. Way back when i was new to anal. I was thinking the same thing, i could use it to expand and stretch to work my way up to larger things. Overall it was not pleasurable. The full feeling was nice overall however. But as others said it will only stretch on the inside.
What worked for me was just working up to larger size dildos. Not too much larger at a time. For example, if i was able to take a 1 inch diameter dildo easily i'd just move up to a 1 1/2inch diameter dildo and slowly work it in. Lots of lube, stop at any sign of pain because that's no good. Also finding a good position to allow you to fully relax yourself to allow easier stretching helps. For some its being on top riding, doggie style, missionary, and so on. Good luck on your anal stretching