I use a couple of different items whenever I'm going to have anal penetration.
First, I use an organic anal relaxing spray like the one in the picture. This one says "for women" but that is just marketing - the one for men has the same things in it.
When you spray this on you usually feel a warming sensation and it may even be tingly. This passes rather quickly leaving you more aroused than when you started. For a lot of women it makes them instantly wetter. This takes 5 to 10 to go into full effect.
After that's feeling good on the exterior, I move on to using a lube for the interior. It also has organic relaxers. Work this into the butt and give it a few minutes to do it's magic.
Neither of these numb so you won't be in danger of getting hurt and not knowing it. Don't get them on your pussy or cock - or mouth - it won't hurt but it will feel funny and might make it harder to climax.
I also find that I like to add a bit more wetness to the mix as well. That's when I mix in the Jo H2O lubricant. I like mixing the water based lube in... it's also handy for more sensitive vaginal sex:)