Anal toys usually have a wide flange at the end to prevent them from disappearing up there.
The prostate is often massaged with a finger -- it's about 2 inches in, and toward the front of the body. Ergo, nothing longer than a finger should be necessary.
The prostate can also be stimulated by massaging the area behind the scrotum and in front of the anus. That should give you an idea of what you should be expecting as far as what feeling you are looking for.
I've tried stimulating the prostrate many times, but it just doesn't work for me. I've had more fun taking a poo. I guess you just have to accept that everyone is different, and you are one of the unlucky ones who it doesn't work for. Now stop playing with your ass before you do yourself some damage!
The Aneros Prostate Stimulators are amazing, no bullshit. If you're a guy who isn't freaked out about playing with his butt, these devices are incredibly pleasurable.