I have had all four combinations: anal and vaginal with and without condoms. All with women. For me, I prefer pussy, mostly because it's very satisfying and it's very easy. For a quickie, you just need to hug and kiss your partner, stroke her clitoris until she comes, which only takes a couple of minutes with my wife. By that stage her labia (vaginal lips) have engorged with blood, standing proud, and she's dilated and lubricated inside. I slip inside, allowing my partner to guide me because of my girth, and I ease in relatively slowly, enjoying that first initial thrust. And from there, you can fuck her for as long as you like. Every stroke is a delight, but your partner's enjoyment at having you inside her is the most delightful part of all. You can go down on a woman and give her orgasm after orgasm, and always she will be more satisfied having a cock inside her pussy.
Anal sex takes more preparation, and on penetration it's tighter at the entrance, but not significantly so, and it's hotter inside as well.
Condoms in both cases muffle the sensations, but because pussy is generally less tight, the sensations get muffled more. With a monogamous partner, condom free sex, both vaginal and anal, is much more stimulating, and I also feel emotionally closer to my partner as well.
So my preference is pussy, because it feels good every time and it's ready to go seven days a week, if that's your desire. But I never say no to the offer of anal as a variation, but it really doesn't feel that much different when you're inside.