Fingers (anal fingering) and tongue (rimming, salad tossing, analingus).
It shouldn't hurt. This is where lube comes in. It should basically just feel like you might need to poop. You don't! Relax your muscles, and breathe, use a lot of water-based lubricant.
The person doing it should err on the shallow side. Everything that goes in should be just the tip. The nerve endings you're trying to stimulate are in the anus and not all the way up there, which is generally the painful part and also the part that makes you feel like you need to take a huge dump. Imagine it like a basketball hoop, and the ball should just be rolling around the rim of the basket, not actually making the basket. Does that help? I know nothing about basketball.
There shouldn't be any rapid-fire movement immediately. Vigorous jamming of fingers anywhere should not happen immediately. So much of sex is fast but anal play has to be prepped.
It's not dirty. The anus and the lower part of the rectum actually have very little fecal material in them, which means it tends to not be nearly as dirty as you think.
It feels best when there's some additional stimulation going on. Vaginal, clitoral, nipple-centric whichever feels best for you. While some women only need butt play
la carte, most women can't come from anal stimulation alone. The anal part is something that's an accent. It adds to the overall experience. (Incidentally, women who have had anal sex report
more frequent orgasms than those who haven't.)
Make sure your partner doesn't use the same butt finger in your vagina afterwards. Baby wipes should be mandatory on every nightstand.
If you try it a few times and hate it, don't keep trying it because you think it'll eventually be tolerable. Assuming you have a considerate lover who's invested in you feeling good, I think you'd know within the first five times whether you like it or not. I've encountered women who hated receiving oral sex initially but love it now, and it was because they were self-conscious. It depends on your levels of inhibition, your feelings about your partner, your feelings about your body. If all these things are good to go, and you just don't like the sensation, you'll know pretty fast.
You don't need to get a wax. Most women don't get Brazilians simply to engage in anal foreplay.