It's not something I do all the time, but when I'm very horny (which this year has been pretty often), I'll use an anal toy when I masturbate.
I have a selection, including beads, a relatively small anal vibe that's my usual go-to anal toy, a double-ended dildo that I got for play with women friends but also use alone, and my favourite, a prostate vibe called a Rude Boy. That goes in deep and presses against my prostate while the other end rests against my taint. When I switch on the vibrations and masturbate, it's sensational - and a prostate orgasm has to be experienced to be believed. Fan fucking tastic.
Also, massage helps keep your prostate healthy. It's a win-win!
I very recently got a new toy, a remote control butt plug. That goes up and stays there nice and snug, and there's a keyfob-like remote that activates the vibe in the plug. There seem to be seven or eight different vibe levels, from constant to pulsing, to all kinds of horny variations. The good news is that it's very quiet, so I plan to have fun with it at the restaurant/shops etc with my wife. So far I've used it alone, including trialing it while shopping, and it's been excellent. I've had a couple of really great orgasms from it (though not in the shop, lol).
Although my ass is vegetarian (no meat), I have also used a cock dildo and taken a cock-shaped feeldoe, and I've enjoyed getting pegged by my wife and by a couple of other friends. If I know a pegging is on the cards, I'll usually masturbate with the anal toys in the days beforehand to get myself 'ready'.
Aside from toys, I don't often finger my ass when masturbating, except when I'm in the shower. If I wank there, it almost always includes some fingering, with the soap acting as a handy lubricant.
Strongly recommended. If you have never gone near your ass when you play, you're missing out.