When having anal sex I really enjoy being on my stomach with the guy laying on top of me with his arms wrapped around me. It allows his mouth the be right next to my ear and I love hearing his grunts as he does it. I also love the fact that I'm pinned down and can't move. I'm basically giving up full control while receiving him the most erotic and intense way possible. The orgasms are extremely intense and second to none.
I don't do it a lot, so I can't say I have a favorite. Honestly, I think any position that it works is good for me. Anal has always been more for me being the giver than the receiver. I don't mind doing it, but I would rather have a cock in where I am naturally wet. That being said, I go through a lot more lube as I am older than I ever needed before. Just need a whole lot more for my ass!
I have two favorite positions. The first is doggy with my face on the sheet, my ass in the air and him filling it. The second is on my back, legs spread, on his shoulders and him push my legs and then taking my ass.
Definitely the lap dance positions with him sitting on a chair and me sitting on him with my back to his chest. I live his ability to grab my breasts and neck and that I am in control and can hit the right spot to orgasms.