Njoy Pure Plug (any size, though if you've already had a lot of anal sex, the medium or large would be better for you). So luxurious and pleasurable!

If you want to get into the anal play area with comfort and ease I guess the best thing is to start with smaller dildo like the:

Blush UR3 Anal Starter

or a silicone alternative:
Sedeux Please

To grow up I'd suggest:
Pure Skin Player jr

The silicone alternative is:
VIP Super Soft

For Butt Plugs:

The best training of all times (after you grow out of the beginners toys):
Triple Ripple

Best Butt Plug (I guess many will agree):
Ryder

And finally my personal favorite among plugs:
Gapers Organic

Generally speaking that's my product advice. For lubes you have to look for yourself what suits you more. Just don't use silicone lube on silicone toys, it really kills them. The rest as usual, hygiene, foreplay, foreplay, lube -> and plenty of fun

Think about your experience (and perhaps do some more runs with fingers). What kind of stimulation do you like? Thrusting? Stationary? Wiggling/vibrating? How big do you like your anal playthings to be? How deep do you think you want to go?

Use those answers to choose a toy that fits you best. I do recommend limiting your materials - choose things that can be cleaned, sanitized and are bodysafe. Silicone, glass and metal all fit the bill and offer a wide variety of toys that will last for your lifetime.

Thank you all... You have been very helpful... I am purchasing my anal toys for this next delivery and now I am alot more knowleged on them...