I never tried it and it has never been a major desire. My wife got raped in the ass in college, so she made it quite clear that nothing bigger than my finger was going into her ass.
She doesn't count it as rape, but they were having sex and he pulled out and rammed it in her ass with no warning and no lube. It hurt like hell! He never got another date with her.
Physically it does feel good/tight and then there's also the psychological part: the intimacy aspect, the power play, it probably took some negotiating to get her to let loose, it's still kinda taboo, doesn't happen everyday or she probably reserves it for special occasions etc.
I hear ya' - I've been wanting to do anal with my wife since we met, but she had a bad experience with anal long before she met me, and from the beginning has said that she wouldn't do it. But over time, I always try to work in some touching of her butthole every time we have sex. Some times she likes being touched there, sometimes she doesn't. I let her touch mine any time she wants, it feels so good. No penetration yet for either one of us, it is a long process to get comfortable with it.
My first wife, whom I found out after the fact, used to be a drug user. She told me she'd let dealers pummel her ass in exchange for drugs. None of my girlfriends had ever asked to receive anal nor I have never tried. It has not held any interest for me ---- except one actress. She has a gorgeous ass and each time I view the show that she was in, it's a guaranteed hard-on. All I can think about is wanting to stick my dick in her ass and fuck it.