I've been both ways with male dogs, and to be honest, I prefer him to put his penis in my anus.
With a bitch, it's vaginal unless she insists on anal. On two different occasions, I've been with two bitches who did exactly that. Both giant breeds, which made life easier and killed any guilty feelings - I figured I couldn't do much harm when I'd frequently seen both of them pass doggy logs that were AT LEAST as thick as my erect penis, and often longer, and normally do it like it was nothing unusual - no pain, no strain. So I figured what the heck - she's repeatedly squat-hunching to move my penis from her vulva to her anus each time I try to ease into her vaginally, then standing braced against a thrust with the tip against her anus, and I know damn well she can accept me anally with little or no difficulty, so why should I refuse?
A pause to get some more lube in play, and up the ol' back door we went. Took a bit more "oomph" than vaginal to get things going at first, but they both opened easily, bracing hard against the gentle but steady pressure - their idea, for the record - Other than my penis pressed against and eventually sliding into their anus, I deliberately didn't touch either one of them until I was fully inside and had made 3-4 slow full length thrusts - I WANTED them able to abort the session any time they chose. Instead of moving, both of them braced harder as I pressed in. After the initial penetration, things were smooth sailing. Both of them were pleasant, but frankly, and given the option, I prefer the sensation of a bitch's vagina over her anus/rectum, even when she's giant-class, and perfectly squeaky clean inside. (One of them sometimes wasn't... Ick... I know some odd folken like the scat thing, but I'm just not one of them. Oh well - To quote Stanley Uris, "Shit washes off.")