My GF & I originally used margarine for those infrequent occasions when anal was my treat. However, when she was diagnosed with vaginitis and pussy sex was medically banned by her gyno for 3 months, anal became our mainstream form of intercourse, requiring a much more adequate lube regime.
We found best results from a combination of a thick layer of "Cupid's Butt-Grease" (applied to the base of the penis) and "Pjur's Anal Glide" lube ...applied liberally all over the full length of my greased penis, to the exterior of her anus, and also fed inside her anus/rectum (using the applicator spout, or pushing it in with fingers). The Pjur lube is specifically designed for anal sex, and in combination with a base layer of the vaseline-like grease it gave a long-lasting effect plus slippiness. Note that I kept the grease well away from the head end of my penis, coating only the base half of my erection, both because it tastes bad (for ATM) and is hard to wash off without brushing hard! In practice, only Sara's sphincter gets sore and almost all sphincter contact is with the bottom half of your cock (unless fucking her really hard).
Margarine used to give her 2 minutes of comfort (which is about all I needed to blow with the friction of poor lube). However, with proper prep and lube, my Sara could take up to 10 mins of moderately hard fucking, and I could adjust the angle, depth and speed of fucking to make me last until she produced orgasm-like spasms in her vagina/womb/anal region.
Proof in the pudding ... her vaginitis is now clear but we're still fucking anally much more frequently than in the past, and for much longer duration, and to the point of my GF getting into it rather than just grimacing and putting up with a rare 2-minute bum-fucking treat for her BF's cock!