The first rule of anal play is lube, lube, and more lube. Rectums do not produce their own lubricant the way vaginas do, so if you're going to be sticking anything up your bum you need to grease it up first. Everyone has their own preferences when it comes to lube. For anal play many folks myself included prefer lubes which are thicker and have more 'staying power. Silicone lubricants can instantly bond to and ruin your beautiful silicone dildos. The second thing you need to have in abundance when embarking on a journey down the "Hershey Highway" is patience.