Rectal exam in a part of a good physical exam. 2 reasons not to do it:
1. Patient has no rectum
2. You have no finger
Seriously, rectal exams are common in every specialty except maybe psych, rads and pathology. I used to be grossed out by them in the first 2 years of med school. And here I am going into urology. Trust me, it's no big deal.