I started with assplay before I even hit puberty (looking back on it, I have no idea how or why I did it). I think one of the first things I used was a golf tee, which at the time seemed like a challenge. I progressed to Chewbacca, whose head was the right size and shape.
http://www.pomse2001.dk/Chewbacca Taiwan.jpg
As a gay teen, my first deliberate attempt at mimicking anal sex with a phallic shape object was with a Colgate pump. Ah, good times...
http://www.blogcdn.com/www.tvsquad.com/media/2006/11/colgatepump250.jpg
After that I started using flashlights. When I was it college, I found that it was a good substitute for a dildo to keep next to my bed without arousing the suspicions of my roommate. Except...I'm not sure of this, but I think that, on occasion, I might have been bold enough to use it when he was in the room after we had both gone to bed. In hingsight, it occurs to me that if I really did that, he must have notices. Sorry Steven! (Or was your name Stephen? I can't remember...)
After flashlights, cans of Edge shaving gel worked well (preferably empty ones), as long as I securely taped the plastic cap to the metal cannister. The great thing about this was that it was just the right hardness and thickness for me to hit my prostrate just right so that I could "ejaculate" just from the anal stimulation. No dildo has ever been as good.
http://images.teamsugar.com/files/upl1/2/20652/27_2008/EdgeAdvanced.jpg
Other "weird" objects include bananas, cucumbers, beer bottles, the end of a blackthorn walking stick, a jar of peanut butter, and my own fist.
http://golgo73.files.wordpress.com/2009/10/coldsteel_blackthorn.jpg
Biggest: probably the jar of peanut butter
Smallest: probably the golf tee
Widest: the jar of peanut butter, again
Longest: technically, the walking stick was the longest, but I didn't take much of it into me, beyond the rounded knob at the end. I suppose the can of Edge was probably the longest (and I didn't take all of it).
Most pleasing: the can of Edge
Any questions?