I have never experienced full sexual intercourse at all so I can't say I have much to offer in terms of advice but from what I've gathered; lots and lots of lube my friend.

You'll find some girls enjoy it, while others find it painful or uncomfortable.
Just make sure if you're going to try it, go slow and use lube. Nobody wants tearing.

Like Shortages said, some girls like it and some don't. Remember, girls don't have a prostate, so don't necessarily gain pleasural benefit from anal.
When it comes to receiving anal, I'd say you should start off small... use your fingers first, find other objects and go up in size slowly, to "stretch" the sphincter. If you don't do this and go full on for the first time, you can easily bleed and it's not very pleasant. Also, lots of lube.

My gf performed anal on me with a strap on dick. I liked it but I'm not sure if she did. When I've given her anal she doesn't mind though

Hey, its a different feeling. strange at first. get the KY out
i am sure you will get off when excited.
good luck

My introduction to anal started with a finger and some olive oil. I loved it, it was so stimulating. Eventually I would use two fingers all the time. Then a year or so later, I went to summer camp and was assigned to a tent with this guy I knew from school. He was cute and well liked and on the 3rd night we were talking and of course the subject of sex came up so we ended up giving each other bj's and we both really liked it. So the next night after lights out we decided that we would try anal and he would do it to me first then I could do him. Well back then we didn't have all the STD's that are out there now so we didn't use any protection, and we were both virgins. We got naked and he used some lube he found in his sisters night stand and got me lubed and fingered me a minute, then he lubed his penis and lined up. But he shoved it in all the way on the first poke and it hurt so bad I screamed and every muscle tightened and my anus clamped down on him and he couldn't pull out and he started yelling and all of a sudden the tent opened up and there we were, me on my hands and knees, and him buried in my rear, while the Counselors and all of our classmates were looking in on us.
We both started to cry and the Counselors told all the other kids to go back to their tents and the one talked to us and got us to relax and we were able to separate. Word spread around the school of what happened and his family moved but I had to stay in that school. I was teased by girls and picked on by the jocks, but one day a popular jock came up to me on the way home and told me he heard about the summer camp and wanted to try it with me. I was so scared, but he was really cute so I said ok, and he was so gentle it was awesome that time. It still hurt a bit but there was so much more pleasure involved that time. We did it every day for 2 years. He would call me his boyfriend in private but we couldn't be seen together during the day when other kids might see us. Sadly he was killed in a car accident.
So the secret to great anal is lots of lube, and lots of time. Don't rush it, get loosened up with a finger or two before he tries to penetrate you and then when he does if he takes it very slow and gentle you will love it.