Choosing a lube for sex can be a chore with all the lube options on the market. This is an especially difficult task when you're trying something that requires lube...like anal sex.
You need to ask yourself a couple of questions first before you choose the lube. Will you be using a toy, a cock, or fingers? Will you use condom? Do you have any allergies or medical conditions that would prevent you from using certain types of lubes?
The best overall lube for anal sex is silicone lube. It has a higher viscosity (it's more slippery than other types of lube) for a longer period of time. The fewer ingredients it has, the better it is. It is also hypo allergenic. Some articles will tell you not to use silicone lube with silicone toys, but I disagree. There may have been minor reactions with this lube used on silicone toys when they first starting coming on the market, but today's silicone is medical grade. There is very little interaction between silicone lube and toys. It can also be used in water for hot tub or shower fun. If you still have concerns how silicone lube will effect your silicone toys, do a spot test to be sure.
Water Based Lube
Next is good old fashioned water based lube. Get something without parabens or glycerin. When using it for anal, the thicker the lube is the better it will work. Look for something goopy to increase ease of sliding something in to a body cavity that isn't accustomed to having stuff shoved in it. Water based lube is great. It is carried at most drug stores and even grocery stores. One downside is that water based lube dries up faster and needs constant reapplication.
Oil Based Lube
Oil based lubes, like petroleum jelly, are a mainstay in the anal fisting communities. Although it works, the jars they come in are open to bacterial infections due to double dipping and you can't use it with condom. Oil based lubes destroy condoms.
Hybrid water/silicone lubes are also great. They have the best of both the water and the silicone. It is not as slippery as the silicone lube, though. It also has the weird distinction of often looking like cum. It is easier to clean up than silicone.
One interesting side note on lubes in general: lube is considered a medical device by the U.S. Federal Drug Administration. Lubes don't pass the test to be certified "organic" due to strict USDA guidelines. The US government has removed the USDA seal for most organic lubricants because they do not pass those guidelines. Watch out for organics with lubes if they don't have the USDA seal on the bottle because self proclaimed organics can carry any unknown plant materials, like aloe vera, that may cause a skin reaction.
Using lube for anal sex is a necessity. Choose carefully depending on your circumstances. Remember the wetter, the better! Use lots of lube on your cock or toy and in the butt. Stay sex positive and have good sex!