every penis is a little different (some point up, some down, some curve, etc). different girls will like different feelings too. so a girl may enjoy one position with you but another one with her next boyfriend. finding out is all part of the fun.
I think quite a few girls like to do it doggy style because it shows that the guy is totally in control.
Some girls who know about the G spot may prefer this position because it helps get to the G spot and rub against the clitoris at the same time.
As well as lube there are certain things you can do to make it more of a turn on, for example you could surprise her by doing it missionary then quickly flipping her over and taking her from behind or by doing a sixty nine with her on top then you get yourself out and then taking her from behind. You could also play with her breasts and kiss her back or maybe even spank her if she's into that.