Pegging
I have done it quite a few times. It is definitely intense and sooo worth it. You will find that you begin to drip a lot of pre cum..becomes almost constant due to the prostate.
As the others said, make sure to start out slow, use lots of lube and take your time. When you first start to be entered just get her to hold still while you push back onto the dildo/strap on. That way it eases in.
Have also tried her and I using a double ended dildo together. So much fun!
I would suggest that you try the dildo on yourself before hand. You know the wording on outside mirrors on cars that say the object in your mirror is closer than it appears. Dildos are all larger than they appear and some might not be comfortable.
I have several dildos but only one that I have used on my ass and that was the one that I have been fucked with by others. In my opinion there is no such thing as too small. Length is not the problem as much as the girth is something to consider.
Back when I was married my wife pegged me. IMO: The real thing is better than pegging. ;-)
I think that in the end (no pun intended but I guess it works) getting fucked and getting pegged are two different experiences, and I approach them with different mindsets. I like both, but if whosyerguy wasn't that happy with pegging with four tries there is no reason to try it again. But he may not want to assume he won't enjoy getting fucked. Good luck!