39 Sex Toys Every Gay Man Should Try. You must train this circular muscle to relax on command if you’re to enjoy anal sex. Butt plugs are great at helping you learn to do that, and most guys. You can read more about oral-anal sex on our ‘How to have oral sex’ page. Anyone can enjoy anal sex, whether they are a man, woman, gay, bisexual or straight, and whether they are giving or receiving it. Many gay men enjoy penetrative anal sex. But being gay doesn’t mean you have to have anal sex – you decide what you enjoy!