MarriedWithSexToys,
That Bare As You Dare Harness may look very good on your wife, but be aware that looks aren't everything! A strap-on harness is a very functional item, and above all else, must be able to perform. Traditionally, those thong type harnesses (especially one as THIN as that one) lack stability and control, compared to many of their counterparts, which could potentially be quite frustrating for beginners. Additionally, for your wife's sake, I can't imagine that single tiny strap running between her legs is going to be comfortable! Think of the continual repeated thrusting motion, and that thin strap rubbing against her skin in both front and back! Depending on how it fits her, that could put a quick end to your sessions.
For these reasons, many beginners start with a harness more akin to the second one that spicywife linked for you... especially because of price. They are really cheap, but generally tend to offer you more support and stability, and have individual leg openings, so there's nothing running up between the legs (also leaving that area open and available for other play.
If you really don't want one of those, there are definitely some GREAT higher end leather harnesses that will give you the look you want, while providing the BEST of stability and control, and can come in everything from thong styles with an open crotch, to full bikinis. These are fantastic harnesses, but be prepared to pay for them, as they are substantially more expensive than the other types referenced here.
As for dildos, it all depends on your preferences, and what you enjoy. I always recommend 100% silicone dildos, and my wife and I LOOOOOOVE Tantus products. We started with the silk line. All of these are 100% silicone, and are incredibly smooth, and have an appropriate firmness to them. The
Small Silk might be a good dildo as an intro to anal play, but it quite short, so not the greatest choice for harness play, as it is prone to popping out. Once you are a little more comfortable with anal play, and can start to relax and take something bigger, a good beginner dildo is the
Silk Medium. Pretty good length, and still sized more toward a beginner at 1 1/4" diameter. Or if your already comfortable with anal play, and just looking to expand into pegging, feel free to dive right in with larger dildos and curved dildos designed to stimulate the prostate. We also have the
Silk Large (which is definitely larger than the 1 1/4" diameter listed in the details, so be aware of that), which is nice, and definitely gives a full feeling. We've also heard tons of recommendations (in no particular order) for
The Leo and
The Mistress by Vixen Creations, as well as
O2 Revolution,
O2 Niagara, and
The Squirt all by Tantus. Tantus also recently released
The Curve which looks promising, and has received some good reviews so far. These are just a few of the choices available... we haven't even breached the subject of double-ended "harness free" dildos which give her clit stim while she thrusts... but since you asked about harnesses in particular, I'll stop here on that topic.
There's definitely a ton of options out there, but in the end, it all boils down to what the two of you really want out of a strap on experience.