Love anal sex, you just gotta give her asshole the attention that it deserves starting with your mouth licking it up while you finger her pussy, and them put the lube on your fingers and put them in her asshole starting with one finger, then two, then three and then she's ready to go. Remember one time I was getting my lady ready licking on her asshole while fingering her pussy and she said put it in me, and I'm thinking fuck yeah! and then I go to put it in her ass and he said no not there, here, while pointing at her pussy. And then my goddman cock just lost it's erection so she gave me the cold shoulder for the rest of the night 
Good! A fellow connoisseur of the ass.
You are correct, you have to get her relaxed with some "play" in that area before going all in. Well most of the time. I've been able to go straight in with just a little spit, but i typically like to take it slowly. Don't want to give them a reason to say no.
I like to eat my GF's ass for 10-15 minutes while teasing her clit. Getting that area so juicy. Then slide right in her ass with just her pussy juices for lube. Sometimes the anal lube gets a little tacky (i prefer Astroglide), so i like to use her natural juices for it. When you learn how to get them really warmed up, it's a mess down there. My GF leaves puddles on the bed where i've eaten her out or fucked her, it's like a waterfall. I've literally seen juices leaking down her inner thighs when she stands up after i tease her. It's a beautiful sight.
Yes it's disappointing when you want the ass but they aren't in the mood. But you can't be too mad about it. I've learned to tread lightly on the anal subject, it's like a special treat for me and thankfully my GF loves to make me happy.
