In the world of BDSM buttsex activities are often referred to as "anal training." There's a very good reason for this: while it can be incredibly pleasurable to take it up the ass, the human body is not designed to do so unprepared.
The first rule of anal play is lube, lube, and more lube. Rectums do not produce their own lubricant the way vaginas do, so if you're going to be sticking anything up your bum you need to grease it up first. Everyone has their own preferences when it comes to lube. For anal play many folks (myself included) prefer lubes which are thicker and have more 'staying power.' You also need to be careful that whatever lube you choose plays well with others. Oil-based products (such as vaseline, hand lotions, and many others) will damage latex items like rubber butt plugs and – most importantly – condoms*. Silicone lubricants can instantly bond to and ruin your beautiful silicone dildos.
This article appears in May 12-18, 2011.