I've explored it and so far it hasn't been rewarding. I'm a total hedonist so the possibility of added pleasure intrigues.
To date after prepping to be clean and lubed ready to share with a couple of lovers (women who were experienced with penetrative play) the result was either pain or an annoying feeling around the prostate as well as a complete deflation of my erection. I enjoyed the initial fingering and rimming, after that it just didn't get to a pleasurable pay-off despite all that prep. Solo play didn't work any better for me. Never say never, so maybe it's still in the future?
I did come away with a heightened level of respect for what my female partners who enjoy anal sex are able to bring to the table, and they usually tend to have orgasms when we play with fingering, toys or ass fucking. Other lovers have not had orgasms and have similar issues with pain and anxiousness.