Depends what you want. A comfortable widening of the Love-muscle or a deeper contact with the Prostate or ( better still, the Sperm sacs )
I have occasional anal urges which demand self-satisfaction ( that is when someone else is not on the job ) and I have to urge you folks not to use anything narrow or non-bulbous. There are very real dangers that you might damage the walls of the colon with a resulting nasty infection or at the worst peritonitis.
So the answer is Not too hard, and Not too soft. Made to purpose is definitely best, after a real person, that is ! Glass OK providing it is solid and a bona fide glass dildo. Veggies ? Well, warmed courgettes are a good all-purpose hole-invader.
So fuck it and see ( or at least fuck yourself ), and BE CAREFUL ! !