Do you ever use

Yes. If you're planning on doing this, make sure that the dildo has a base or balls so that it doesn't go too far and get lost up there.

Often. I always use non-porous, bodysafe materials (glass, metal, silicone, hard plastic) for safety and cleanup reasons . Other than that, use plenty of lube and warm them up first, since a warm toy is much easier to insert.

A toy that has a flare or other design features to keep it from being fully inserted is a good idea, especially if you are new to anal play.

I never have, but it's okay to use them as long as you are careful they don't go in too far, clean it REALLY well, and have a lot of lube.