It is still illegal for heterosexuals to have anal sex in the U.K (it's technically Gross Indecency) although I should add that I don't think anyone's been prosecuted cos of it for years.
I honestly doubt this law is still in force - I've never heard it or heard reference to it, though it is difficult to obtain access to some of the older statutes. If it is still on the statute books, we've probably not prosecuted since WW2.
Actually, thats not entirely accurate:
It is not illegal to pay for sex, except where the prostitute is under 18; It is however illegal to maintain a brothel (defined as a place where two or more women work as prostitutes) or buy sex from one (though apparently not to simply work in one), to solicit clients, it is illegal for a client to approach a person more than once for the purposes of buying sex.
It is possible to operate as a prostitute in the UK, its just that the way in which you advertise is very restrained.