Best advice I have take it nice and slow , lube lube lube , start off small and dont get eyes bigger than your belly .
LH have a great buyers guide -http://www.lovehoney.co.uk/sex-toys/anal-sex-toys/
I started off with http://www.lovehoney.co.uk/product.cfm?p=13085
Then got a butt plug so you are used to slipping something inside you - http://www.lovehoney.co.uk/product.cfm?p=16053 or you could buy a kit and work your way up - http://www.lovehoney.co.uk/product.cfm?p=3539
I then got a douche - http://www.lovehoney.co.uk/product.cfm?p=952 dead easy to use and simple and makes you clean esp when your using bigger toys as I worked my way up to an anal dildo to get to used to the fact that he will be inside me - http://www.lovehoney.co.uk/product.cfm?p=16726
Then I brought http://www.lovehoney.co.uk/product.cfm?p=17072 to get fill what it will be like,