I've had anal sex with my wife about six times, twice in the first year after we were married almost 50 years ago and four times about two years ago.
In all six cases, I did the best preparation I knew how to do: used lots of lube, inserted one finger, inserted two fingers, tried to insert three fingers, inserted my penis, proceeded slowly. Unfortunately, it was always too painful for her. And she got no pleasure from it at all.
After the last time we had anal sex, I asked if it always hurt, all the time. She said, no, it took a minute or so to get used to my penis and then it wasn't painful. But the pain before that point was too much for her.
Thank you, @Nurse_Phillips, for saying...
Yes to the dilation before! Either a plug or at the least finger me with progressively more fingers. There's always pain at the initial penetration, but if I'm prepped before it's much less and/or it hurts but it feels good too.
I'm glad to hear from a woman who enjoys anal sex that "there's always pain at the initial penetration, but if [you're] prepped before it's much less and/or it hurts but it feels good too."
Now, I feel a little better knowing "there's always (some) pain at the initial penetration." Unfortunately for us, or at last for me, even that pain is too much for my wife. If she got some enjoyment or pleasure that was greater than the initial pain, then we would probably being having regular anal sex.
On the other hand, or, on the other anus, as in mine, I like having my wife peg me and she happily pegs me anytime I request it, which is probably about once a month. Because she has inserted many toys into my bottom over the years, my bottom is eager and able to accommodate the pegging implements virtually pain free, as long as she doesn't ram it home immediately. I don't require any preparatory stretching--she just needs to go slow with the initial penetration...and then she can ram it home.