Use a condom. Anal tissue is very easily broken and no matter how clean your cock is the bacteria on it is still foreign to her body, and the small cuts can get infected. Also, encourage her to eat a lot of fiber prior to the event or even take a small dose of ex-lax, this will make her go to the bathroom more and decrease the chances of there being "anything" there if she's purged herself recently.

That solves the problem of messiness. :)

After you finish, go to the bathroom and wash your penis off with soap (I do this after ANY kind of sex). It's really not a big deal, or at least it has never been for me.

In addition to using a condom, please read this, particularly the end.

"Playing Ball" and How To Tips for Prostate Massage
This is also an excellent tutorial for people interested in and concerned about the how-to of Anal stimulation as well as play.

There have been threads on this before, but I'm too lazy to look them up. Cliff Notes version -
If she's not adverse to it, she can clean out with a Fleet Enema bottle. EMPTY the solution that comes with it and just use warm (not HOT) tap water. It may require more that one application, basically until the water comes back clean. Then you should be good to go. ;)

Anal hurts, the female, if you , the male, are not skilled at it. Use lubricant of a heavier variety. YES there will be "stuff" on your penis - shower immediately afterwards. IF using devices - wash them immediately as well.

(change the pronouns as appropriate for your application)

yes i agree, if the male is not knowing what or how do it right. you can hurt a women in many ways with that so be carful and use lubricant. it can be lil odd at first it was for me but as long as your both clean so to speak youll be fine.
PS
wear a condom!!!