I enthusiastically support you in this endeavor. The trick is finding a man who digs the idea as much and really anal. Because you don't want a situation where he's not getting pussy when he wants it because his girlfriend is anal only. Realistically, having vixen pussy conveniently on hand is just not going to happen a lot of the time. He's got to get off on denying you, and your ass needs to be very satisfying to fuck.
My understanding is that kegel exercises do strengthen the anal sphincter as well as the vaginal muscles. So that's important. But attitude is important too. You've got to be eager for those times when he decides to use you for sex. The more you want him, the better the lover you'll be.
If you're giving up vaginal sex, it may already be a given, but if not, consider giving up your orgasms, too. If you can't do permanent orgasm denial, or can't make the leap all at once, consider having him deny you for regular stretches of time. Maybe an orgasm once a week or once a month. Make sure to edge daily so that you are still thinking about sex and don't become detached from it. And you should regularly have some sort of stimuli (video, audio, writing, watching your man fuck other girls) that focuses on other women experiencing orgasms. Obviously though, no touching your pussy while he's actually inside you.
This becomes more complicated if you're one of those poor girls cursed with anal orgasms. You'll have to learn to hold back while he's fucking you, in that case. But hopefully the denial has made you such an amorous lover that you'll have an ass full of his cum before you risk any accidents.