I first picked up an Aneros (SGX) quite a few years back. Prior to it I had only vaguely experimented with anal masturbation (fingers). It took a few sessions, but I soon began to easily find pleasant sensations. After a while I also started occasionally using a buttplug, then after a year or so I picked up a Helix (I think these were relatively new at the time). I have found there to be little personal difference between using the SGX and the Helix and tend to use whichever I happen to grab.
I admit, I do not use them super-regularly (not weekly, at least), but I always have the same problem with the Aneros. I lube up, insert and very quickly find pleasant sensations. After a few minutes of contractions, the prostate ‘heats up’ (best way I can explain the sensation, which is very pleasant). This lasts for several minutes (perhaps 5-7) before I suddenly lose all sensation of the prostate. No matter how much longer I try, or what I try, I no longer feel a thing. I have had exactly the same effect with every position I try (some positions are more pleasant while things last, so I stick with them).
At this point, I usually give up and return to penile masturbation, with the Aneros inserted, and always have a better-than-average orgasm. When I orgasm, I am very conscious of the involuntary spasms causing the Aneros to massage the prostate (and feel the Aneros on the prostate!), so obviously everything is working from a mechanical perspective.