So, who do we go to when we want to learn about sexual acts? If you'd like to hear Dr. Goldstein's first-hand advice regarding anal sex, keep. It can feel like anal sex for women is the final frontier. Once you've gone anal, it can feel like you've covered everything “taboo” that you can. Anal sex for some women tops the pleasure menu. For others Still, other women like to play anally and vaginally at the same time because they imagine being.