We have a collection of butt plugs in our toybox, ranging from the usual "inert" plugs, in various sizes, to the Lovense Hush remotely controlled, vibrating plug.
The anus/rectum has thousands of nerve endings. The anal/rectal sphincter is similarly sensitive, and trained to remain in a constricted state other than during elimination. A standard "inert" plug stimulates these nerve endings, and works against the autonomous nerve function of maintaining the sphincter in a closed state - this stimulation creates a constant state of awareness, and arousal. The plug size, density and weight are factors; from the minimal intrusion of a small plug, to the sensation of fullness, and pressure from a large plug, the effects vary. Temperature is also a factor, silicone plugs reach body temperature quickly, while metal plugs, especially large diameter take longer. Some find the difference in temperature both arousing and simultaneously uncomfortable. This can be intensified by chilling or freezing a metal plug.
There are plugs large enough to provide pressure, through the rectum, against the posterior fornix, and there are specially shaped plugs designed to do this. Similarly, there are toys like the Aneros designed for men that provide the combined sensation of being plugged with prostate stimulation.
KK's current favorite is a day out with her Lovense Hush, and Dolce installed. This is the trifecta of remotely controllable torment; combining anal, clitoral, and vaginal barrel stimulation. I love knowing that I'm giving her random jolts of pleasure, forsing her in some cases to try and conceal an orgasm in public settings. She's indulged me in a couple of browser sessions so that I can see her "O-face" in settings like her Escalade, while parked, or in outdoor venues like the park across from her office.