It tends to be something I really enjoy... mostly. A couple of experiences have made me think twice, but it's still something I enjoy greatly *in general*, so... it's still something I allow gladly, but no longer encourage as much.
I will say that the thing that puts me off most with digits is what I call "corkscrewing". Basically, putting your fingers in and twisting them around. It just feels *wrong* to me, like you're trying to push past where things out to be. (I've dealt a little with jackhammering, but I mostly find that dull--it misses my spots--rather than painful.)
My tip, for the curious, is this.
Two fingers. (Depending on the size of your hands.) You move them in a come-hither motion *toward* the bellybutton, putting pressure on the g-spot. Gauge the lady's reactions as you do this and you can see if you've got the right spot, at the right pressure. (It's also fun to go down on a lady as you do this! All the arguing I see about whether a clitoral or a g-spot orgasm is better--and I just can't imagine why you wouldn't go for both! Although this is prone to its own pitfalls, of course.)
I tend to have a lot of natural lubricant, so I don't worry too much about lube, but--well, it can hardly hurt, can it?
Of course, everything depends on the particular lady you're dealing with. Everyone has their own preferences. That's the most important thing to remember, dealing with women (whom you honestly hope to please)--not a one of them's like another. You can get general advice, but the only place you'll learn how to please a given lady is from that lady.
And, yes--please wash your hands beforehand.