I've never achieved an orgasm from just anal stimulation alone. Although anal stimulation enhances my regular orgasms that I get from stimulating my penis. Although I have heard some guys can get orgasms from anal masturbation itself. I think some guys have more sensitive prostates than others, which is why some guys can get anal orgasms, and some can't. So you may not be able to get an anal orgasm no matter what you use, if your prostate isn't sensitive enough, like mine.
I've never tried a butt plug, but from what I understand, they're simply dildos that are designed to stay in place and not slide out without you holding it in place.
You may want to look into the Aneros, which is a special toy designed for prostate stimulation. You can check it out here: http://www.aneros.com
<i>My avatar is a picture of my own sperm under a microscope. Pretty cool huh?</i><br />Drugs are garbage. I'm high on my own testosterone.