Anal sex: If you're not comfortable with the idea, you're not comfortable. You simply say "No, thanks." and if he persists, bring up some sordid fantasy of your own, which will most likely make him uncomfortable. I tend to use stuff like "Man, I'd love to see you getting it on with another guy." That puts them off pretty quick. I am lucky/unlucky that I married a man who is quite a prude when it comes to sexual matters. He was pretty inexperienced when I met him, and it has been a looooong haul because I was what friends called a "nymphomaniac" and enemies called a "slut". Whatever the case may be, I like sex and always have. I like to try things out, and I've never been ashamed about it either. My husband is still very much in the process of learning to be comfortable with "deviant" sex, though I use that term VERY loosely, since we haven't even got down to the good stuff yet.

However, thanks to starting the whole sex business pretty early, and with equally inexperienced partners, I had some pretty bad anal sex experiences in my youth. These put me off it for a long time, but I'm starting to get an interest in it again. Perhaps, if I can ever convince my poor spouse to get over his general squeamishness of human functions and body parts, I may get lucky with this. But, conversely, if he doesn't want to, I won't force him. And, to round off this long, pointless paragraph, neither should your boyfriend be forcing you, Saturo.
Sex toys: Parents may come across as not wanting to know about their children's sex lives, and I'm sure most wouldn't want to know anything graphic (fathers and their daughters especially). However, I think parents know more than we give them credit for and, unless they are some sort of religious maniacs, will not be nearly as shocked or horrified by finding a sex toy belonging to their adult daughter (or son), as we imagine. I think the shock is more a..."My goodness, how fast she's grown up!" and will make them face the reality that their baby is no longer a baby. After all, I'd venture to suggest that our generations' parents have probably used some themselves.
Gynecologist fear: Velkyn, Nubhorns put it beautifully. First and foremost, talk to someone who has been to a gynecologist for many years and who you trust (i.e. your mother seems the likely option). Second, I would recommend talking this through with your possible future gynecologist. I am sure you are not the first woman to have fears of visiting them, and they will know to be gentler and more patient with you, if they know your fears. I have never yet had a bad gynecologist myself, though some have been kinder and better than others. They are a set of doctors that work in a field of medicine that makes many uncomfortable, so I'm sure they will have sensitivity to your issues!