My best tip is to not do it without lube. Your anal canal sees enormous amounts of fecal coliform bacteria pass through it on a regular basis. When your body is working as intended, that bacteria passes out of your butt without anything getting infected. But if you have cuts, abrasions, or tears in your lower colon, rectum, or anus, there is a good chance that some of that bacteria will get into the injured tissue and cause a rather nasty infection. If you get unlucky, the infection can develop a fistula, which is a tear in the colo-rectal tissue that breaches the outside wall of the colon or rectum, causing feces to leak out into the surrounding tissue. Fistulas can also be caused by aggressive, unlubricated anal sex without any intervening infection. Anal fistulas generally require surgery, and in extreme cases can require a colostomy. In case you're unclear what a colostomy is, it's an opreration in which they re-route your colon to exit through your lower abdomen--you wear a bag to catch the crap that seeps out. It's permanent, unsightly, smelly, and will seriously complicate your sex life.
So how do you prevent cuts, tears, and abrasions during anal sex? Use a decent amount of lubricant and avoid been too violent with the sex. In other words, this fantasy of your carries with it a serious risk of illness, injury, and permanent medical complications.
I realize that this is your fantasy, but some fantasies are simply not safe to play out. What I would recommend is exploring anal sex, either with a partner or with a dildo. Start using lots of lube--your first couple of times are going to involve some pain no matter how gently you do it. Once you've gotten used to vanilla anal sex, explore being a little more aggressive, using a little less lube, a bigger dildo and so on. But remember, significant pain during anal sex is a sign that you're probably doing some tissue damage.
If you want to explore submission during anal sex, there are other things you can do. Ask your dom to play out an anal rape fantasy--use lube, but have him present it as rape. Have him call you degrading names, talk as vulgarly as he wants, and so on. Or explore fisting. I've never done fisting, but I've heard from fistees that it is an incredible sensation and one that requires a lot of submission, because the sub has to lie there and receive slow invasion of the anus with a hand.
If, after all this, you still want to do unlubricated anal sex, go for it. It's your body; if you want to risk fucking it up, you have that right. But if you start seeing blood during or after anal sex, go to the urgent care or ER room. A little bit of blood after anal sex (for example, in your stool right after sex) isn't too serious, but if you have blood seeping out of your anus, you've probably got a tear.