Anal lube is used as a lubricant for anal sex. Some lubricants offer a warming sensation when applied and help ease the pain. Anal lube can be, and should be used with condoms when having anal intercourse. There are many personal lubricants that can be used, but the key is lubrication itself. The smoother the better and less discomfort. KY Jelly and Astroglide are good choices when choosing an anal lube that's right for you.