Although my orgasms feel very different through the occassional anal sex than vaginal, it's definately just as good! (If you are with someone you trust and can be completely relaxed.. it doesn't hurt at all! Otherwise *ouch!* But hey, there are some people enjoy ouch anyway) =)
I definately think anal penetration on a woman tends to easily hit the G spot.. that combined with the wonderful friction of all those previously unexplored nerve endings easily send me (and other friends I have chatted about this with) over the edge! As for a man, the pleasure can be just as great, if not better.
The prostrate definately deserves some more attention.
If anyone decides to try it, be safe and take it slow! For starters, I recommend giving it a try in the shower and don't forget the lube! Also, I suggest using either a finger or slim dildo/plug first to get used to the sensation to let the inhibitions and social taboos melt away into awesome pleasure. =)
Anyway most of these things have been said already, just thought I'd share my first-hand perspective, too =) Oh and I'll just add: After being well cleaned up... tongues are bliss! But that's for another thread.