With the women I've been out with, the unanimous view has been that it's the initial penetration that's the most exciting, with most of the sensation being around the rosebud rather than deep within.
... whilst taking it anally from behind, which makes my current GF come like a train..
Mr Licks
My girlfriend prefers a gently entry until she is fully relaxed and then firmer and deeper. My girlfriend also prefers the sensations from deeper penetration and not stimulation of her anus but I should think that as we all are so different we probably like to do things differently, especially something like anal.
The metaphor used reminds me of old movies where they would cut from the kissing scene to a shot of waves or a train going into a tunnel to signify penetration... but that might be just the strange way my mind works! grins!
Chris