Some points from my experience ([e]sorry, turned out to be long, just read the first line of the points if you're looking for quick tips...). Ever since my mid 20ies I've always been fascinated by the female sexual experience. I've always wondered what it feels like for a women to take a penis inside her etc. So many times I've asked my GF or female friends about it. I'm very comfortable as a guy and not really gay but given the opportunity to be fucked as a woman for a day, I'd immediately go for it

Anyway anal is the closest one can come to that experience. What has this to do with your question?
I'd say receiving anal is at least somewhat comparable to what sex is like for women (#notall). For us guys we have our most concentrated nerve endings right there at the tip and for most of us it's pretty easy to have an orgasm, doesn't really matter how you stimulate the penis (even though the feeling is different you still come). But when it comes to anal (or vaginal) sex it's more complicated. Suddenly there are a lot of factors involved. I enjoy receiving anal a lot and have many years of experience at this point, including getting pegged (still a newbie in that field). Anyway, here are some things that work for me:
- It's more mental. It's not only physical relaxation it's also mental relaxation. Anal is usually not a quick blow off some steam after you come home from work. You might feel silly at first but take your time to relax, listen to some music, drink some wine, do some breathing exercises before you go for it (personal sidenote: when pegged it's very difficult for me to really relax and turn off my head - being so vulnerable with another person is very new for me and another learning process in itself).
- I don't know about you but when my penis gets stimulated it immediately feels good and exciting and pleasurable (given that I didn't just have an orgasm). Anal is not as consistent. Sometimes I'm really horny and start riding a dildo or something and i immediately get hit with pleasure waves and it's just amazing... but then the feeling goes away after a while. Sometimes I start and feel basically nothing for 5min but then suddenly it starts feeling good and builds and builds and it doesn't stop. Other times you just have a small build, it feels nice but not amazing for a while and then it goes away, but comes again etc. Basically it's different every time and I rarely know what to expect. Which leads me to the next very important point.
- It's not about orgasm. We men are totally conditioned for orgasm basically from our first sexual experiences. You always know when you had one. You always masturbate until you have one. We cum, it's what we do

Anal is very freeing in that regard and you can let go of all that pressure to cum. Even if you do have an orgasm (sometimes with ejaculation and sometimes without), it feels different than jerking off. It definitely feels better and sometimes lasts for an astounding amount of time. But you first have to learn to identify the different stages and feelings and how to react to them and when you feel like you're done even though you didn't had a classical orgasm, that's fine. Enjoy the sexual energy and try again in a few hours.
- Your instincts are wrong. Men are used to go faster and more intense when it feels good and tense up. Again, receiving anal is all about letting go and staying relaxed. You might feel silly, but try to interact with other parts of your body like nipples, so you are only semi-focused on the feeling in your ass (if that makes sense). Hypothesis of mine: Getting "pounded" forces you to be as relaxed as possible - otherwise it just hurts. It forces you to open up and completely let go, which is vital for anal pleasure. Might be a reason why hard fucking is so enjoyable for a lot of people on the receiving end.
- Many small factors matter. Like size and shape of the toy (Me personally, I need a certain girth, for example just one finger is kinda uncomfortable). Position plays a huge role. Experiment, sometimes the weirdest positions feel the best. Depth is a big factor, try stimulating front/back/side walls... Even temperature. Time of day...
- Final thing: Try anal only for a week. No penis stimulation at all. Use an old underwear and make a hole in the back to cover your front area or something like that. Great little experiment to have.
I personally love the complexity of it. Penis stimulation is very effective and can feel mind blowing but it's often very simple and kinda boring. It's great to have an alternative.
[e] Oh and I think it's worth it to keep at it. For a long time anal was just a turn on for me. Like, it just turned me on a lot when I stretched myself and then I finished by jerking off. But about 2-3 years ago I really wanted to see if I can have an anal only orgasm and during that time it kept getting better and better. Now since about 6 months it actually happens and I have anal orgasms from time to time! Sometimes with zero penis stimulation, sometimes I need a few touches to get me over the bump.