For either hetero or men couples, we'd suggest something simple and "external" to get started- perhaps one of the erection rings with a bullet vibrator. (Most are advertised for hetero couples experiencing vaginal intercourse, but they are also something couples having anal intercourse may find pleasurable.) Simple vibrating cock rings are inexpensive and you can buy them at the local drugstore, which is a very easy introduction. For women couples, a clitoral stimulator strap on or harness may be appealing.
This could go on all day, but there is a great resource that will ask you personal questions and guide you thru selecting a toy that is right for you and your partner, provided by the MyPleasure.com website. There are individual pages for hetero, gay and lesbian couple. Click on Shopping, Shopping Guides, then Couples Toy Guides and you'll end up here:
You can use the guide and purchase your toys thru their site or use it to explore, then seek other options at one of our other favorites: