For my part it depends on how horny I am and the mood. Anal is more mentally exciting and it usually feels better, but then again it's a lot more hassle. You have to work the anus with fingers/tongue/butplug, and the lube always ends up everywhere. And of course, the room will get spiced up by a weak smell of poop, as well as fingers, dick etc. In addition you can't be 100% lucky every time, it will get a little messy every now and then. Being really horny makes you not care at all, but if you're not in the mood or skeptical to begin with it might not become as pleasant as it should be =)