My OH definitely enjoys anal. We don't tend to do it that much as it's not really one of those things we can do in the spurr of the moment. But judging by her moans, she definitely likes it just as much as vaginal. Don't know if she likes it more, but definitely just as much.
I think a lot of women like it because of the double stimulation. My OH has said that, obviously, I feel good in her ass but she can almost feel me right through to her vagina as well if that makes sense. It's not just her ass that stimulated, her vagina is enjoy the sensation and being stimulated as well. Add clitoral stimulation into the equation and she's thrashing around wildly.
Don't shout at me if I'm wrong btw ladies. :P This is all stuff I've worked out from my OH reactions and what she's told me. ^^