I've done it a few times with my husband. I hate it, it sucks, there's no pleasure for women with anal sex (atleast most of us.) it feels like you're taking a big caca, and you feel as if you could caca all over the guy any minute. It's not pleasant. It hurts, makes you bleed, and makes your problem look horrid.
But, if you're like me and like to try new things, and your man wants to try it, go for it, just don't expect anything special, atleast not anything special in a good way.