Anal play can feel great - physically, emotionally, mentally, and otherwise - if you engage in good practices in terms of respecting you and your partner's person. This means knowing the anatomy, communicating with your partner, using plenty of water-based lube, practicing good hygeine, and listening to the signals your body sends you.
As a previous poster mentioned, the kind of orgasm that can be had after your prostate has been stimulated is nothing less than incredible.
An ex used to slip a silicone vibe into me while she jacked and sucked me. She would press so the head of the vibe would tilt forward and buzz my prostate. When she did this my erections were noticably stronger (as if I had a cock ring on) and I would produce large amounts of precum. She enjoyed that greatly as it added something very sensual to our teasing/edging/worship sessions. When I would cum the amount of semen was near double, and it would really shoot. I'm not saying I was Peter North or anything, but it was enough to soak her fully.
When she and I had our MFM, she got a chance to do the same to our friend. It took some convincing, but he eventually let her penetrate his ass while she blew him. Like me, he dripped precum the whole time, and it was such a turn-on to see her smear it across her lips as she jacked him off. She deep-throated him when he came, so I didn't get to see anything, but afterward he said it was one of the most intense orgasms he had ever had.