This technique works for both males and females, who like anal play. I've been into it for a while, but I don't want to purchase any sex toys. So I try to find objects from around the house.
Instead of letting a frozen hot dog thaw out, leave it in the freezer until you are ready to use it. Then stick it in your asshole the way it is. The feeling is incredible. I left it in there while jerking off, and I almost couldn't take it.