Others have given quite an exhaustive list. Part of the apprenticeship for me has been converting unpleasant sensations to pleasure. Cramping, before I temporarily shut off the flow for example. I'm a sissy :-) and can't take much cramping. At any unpleasant moment I tell myself, "this is what you came for, enjoy it!" To myself I am a tender, attentive dom.
Sometimes I get impatient with the expulsion. I go back into the shower stall to receive another bag before the first is expelled, and end up making a mess right there when bowels let go. Or just dislike the waiting and waiting at the end. A book helps pass the time, during or after.
While receiving, I may be patiently enduring, waiting, waiting, even feeling like being filled, but when I look up, practically nothing has gone in. (I don't have any meters or gauges on my bag.) That is frustrating, that I'll have to wait even longer to be filled.
There is another phenomenon I've noticed: I call it "ass jelly." In the minutes/hours after a long anal play session it builds up, comes out with a "bloop" when I think I'm farting. It often slides past my preferred feminine undergarment and goes down my pants leg, and even right out onto the floor. I might use it for masturbating, except it has a distinctive, unattractive smell. OTOH, I like that I'm secreting something vaguely analogous to women's vaginal juices.
Such a rich topic, I never get tired reliving the details, whether fun or less fun!