I had my first in my mid-twenties, and I've had close to a dozen prostate exams in my life (more, counting non-prostate rectal exams for constipation and other bowel problems since my college days). The first couple of times, you'll feel violated afterwards, no matter how you try to rationalize it. I found that generally speaking, family physicians (general practitioners) or RN's tend to be quite gentle and sensitive to patient comfort and modesty, especially female medical personnel. They will explain things step by step and ask before proceeding to the insertion part.
Urologists and urgent care physicians can be quite rough. I've had hemorrhoids since my late 20s, and if they're too fast or don't use enough lube, I'll have some bleeding during my next BM. If you have hemorrhoids, you should let them know and request that they use plenty of lube.
I had more than one urologist plow his finger up my pooper to the hilt, with no warning or worse, while they were trying to distract me. They'll sometimes put a hand on your shoulder (make sure it's only one ;-)), to keep you "steady" (in other words, so you don't squirm too much.) Then they waste no time kneading and digging away at the prostate and/or seminar vesicles aggressively enough to make me wince. For a EPS sample, I had a two-finger extraction before which left me quite sore the next day.
It's almost always bent over, although some will allow me to rest on my elbows while others make me lay my chest on the table, arms hugging the table and head turned to the side. Legs are always separated somewhat, with knees bent. An old proctologist once had me turn my legs big toes in and heels out (i.e., pigeon-toed) to help the sphincter muscle relax during an exam, and a family physician used to tell me the same thing. I found that to be make things a lot more comfortable. I usually true to stand that way, although none of my recent doctors have prompted me to do that.
Do everyone a favor and try to have good fiber intake and a thorough BM before the exam. I'm sure no doctor enjoys doing an exam on a patient with mud butt. I've also had the embarrassing experience of breaking wind during an exam. Doing a gentle tap water enema a hour or so before is probably a good idea (although don't over do it -- they need some fecal residue to do the guaiac test with.)