well i dont use anything, i have been going to the same girl for a while now and just have a towel over me to cover whatever she doesnt need to see...
The first time i had my arse waxed it was a little tender initially, but within a day or two it was fine, and wearing a gstring felt great because it was nice and smooth!
Having the anus area done doesnt hurt any more than the rest.. it usually only takes a few strips of wax, one or two down each side then just a bit of tidying up.
When you book a brazillan wax in, simply ask if they are able to wax your arse as well. A few girls dont do it (not trained etc) but most are more than happy to do it.
I figure if someone is willing to do a brazillian anyway, theres not much difference if you want your arse done too... usually included in the price, but you just need to ask them to do it!
Ive had a few different people doing it, and noone has blinked twice when i have asked for it
I would always recommend going to a top end salon though... the few extra dollars you may spend are worth it! The girls are usually more experienced and more professional from the experiences i have had!
Good luck if you decide to get it done!