This one
http://www.lovehoney.co.uk/product.cfm?p=16665
It is so comfortable to wear and doesn't fall out like some lubed butt plugs.
Alternatively try an inflatable butt plug.
Love Honey have an offer on butt plugs.
you dont want one with a thick stem, as it only take a small clench or a a vigorous thrust and it'll disappear
Always a good idea to keep a couple of finger either side if you use it during sex