Never found a girl willing to try anal, but i have played around with toys a fair bit and i find the best way is to lube up yr finger and insert it gently to both relax the muscles and lube it up a bit. Then lube up the toy (or cock in your case) and off you go. But i guess its down to personal preference.
Just remember to take things slow and dont be worried to stop mid way through and apply more lube
For using dildos we put silicone lube in and water-based lube (Liquid Silk) on. The Liquid Silk makes the dildo very slik and eases the insertion a lot. The silicone does not dry and makes sure things go smoothly even after a long time.
Yes lube everything and you can never have too much lube!
Start small beginers and relax as much as possible, a good starter position is on your side with at least the top knee bent up or even both then he lies behind you. Doggy style will give deeper penetration but feels bigger so for first timers may be a bit much or you can squat over him and take control of it.
I'm not much into anal myself but have tried it a few times - only my current partner has been any good at it. Only one I trusted as well.
When me and the OH first tried, it was certainly a good idea to lube both. Once you get used to it a bit more, you should - SHOULD - really only need to lube the arse.
You'll probably get away without the applicators, but.. it's easier, and slippier with, beware of putting too much in though, else you'll have lube *everywhere*
Enough lube.. never! Unless you like dry anal, which could cause tears