I dilated just prior to my first sexual experience post-op, to ensure that everything was stretched and open.
Other than that, no problems at all. If you're having sex with someone who has a reasonably average penis, then you'll find that it's much more flexible and has more 'give' than the dilators, so the experience is fairly pleasant.
When engaging in the act of penetration, my fiancé started out slowly then had the full length of his penis inside me within about a minute. Pain was nil and sensation was good.
We haven't tried it yet without me dilating first, but I imagine sufficient foreplay would relieve the need to dilate first.