I had a hard time choosing, because none of the choices really fit quite right. I eventually went with 3, because while actual partner anal sex is out of the question for now, we're working up to it with toys. We both want to have partner anal sex, but my body's just not to the point where I can comfortably accommodate him yet.
LikeSunshineDust: I had a lot of trouble finding one I really liked, so I eventually came up with a workable (though slightly awkward) solution. I got a non-vibrating plug that I really liked, then pressed a very strong vibrator or massager against the base. It's not a perfect solution, but it gives you more options, since there is much more variety among the non-vibrating small plugs.
Especially your first time, vibrations can make the whole experience much less difficult, as they help to relax the sphincters so you can ease it in. Also, an orgasm or two beforehand definitely helps. Good luck!