The two main ways anal sex might be dangerous would be injury and illness/STD risks. Both of these can be minimized and condoms can be part of that plan.
Anal sex can be a safe and pleasurable experience if you keep a few things in mind. SFSI's FAQ (see link below) gives lots of details, but the main ideas are communication, lubrication, patience, and protection. Anal tissue is thin and can tear easily. Use lots of lube, take your time, and stop if there is any pain. If you're using a condom, make sure you use water-based lube with a latex condom; if you want to use an oil-based lube, be sure to use a polyurethane condom instead of a latex condom.
There are some concerns about feces during anal sex and the transmission of diseases. In general, washing around the anus with warm water and soap is sufficient for getting rid of bacteria. If you or your partner are concerned about poop, some people feel more comfortable having anal sex after having an enema. Keep in mind that there are some bacteria in the anal tract that SHOULD NOT get into the vagina. Using a condom can decrease the chance of transferring bacteria into the vagina after anal sex because you can change to a new condom without having to stop and wash.
Condoms can be helpful in preventing the transmission of STDs. The SF City Clinic Risk Chart lists many STDs that can be transmitted during anal sex including gonorrhea, chlamydia, HIV, herpes, and syphilis. If neither partner has an STD, then you are not at risk.