I wish I had because that is probably how I got HIV (I did not engage much in anal sex and never without a condom). You have to decide how much risk you want to take and how important the sex is to you. Is it in a relationship, a one night stand, a bathhouse? If you are in a relationship and you are both negative and are willing to be monogamous then the risk is much less. Picking up a guy in a bar is more risky, and bathhouses are probably the riskiest due to the laws of probability (a lot of people in bathhouses go there frequently and have had many sexual partners).
There are certain precautions you can take to reduce the risk. Do not brush your teeth within 1 hour of having oral sex, you could open up tiny cuts in your gums which will allow the virus to enter. Rinse your mouth out with salt water or listerine, if you feel a strong stinging sensation you could have cuts you did not know about (e.g. on your tongue or in your throat). Remember pre-cum has just as much if not more HIV than cum, so not allowing the guy to cum in your mouth is no guarantee of protection.
If the guy says he is HIV- don't believe him, he may have been tested 3 months ago was negative then, but been infected two weeks ago. A significant number of people who are HIV+ do not know it.
I have learned one important lesson in life, it is easier to live without sex then it is to live with HIV!