For me, I got curious, and we tried it. Since then, I've gotten to like anal play a LOT more.
I'd suggest talking about it, and seeing if it's something he might be interested in. I've found a lot of guys are likely interested, but most feel the women won't be, so they just don't bring it up.
If you do decide to try it, a few suggestions- Clean up before hand with a baby wipe, use lube specifically designed for anal play, and get used to anal play before penetration. It can hurt like a bitch if you don't get 'stretched' a bit first. Even then, it's going to take a few times to get used to it enough to let him pentrate completly. It's not something that is overly comfortable at first, at least not for me it wasn't.
Even if you do get used to it, I have found that if we haven't done it in a while, it feels like the first time all over again. That hole doesn't stretch quite like the other one.