Rings around your penis
Cover both your hands with lube, and form a ring with your thumb and forefinger. Place it around the base of your penis. Slide the ring up to the base of the glans (where the head starts). Now form a ring with the fingers on your other hand and do the same thing. Keep stroking with one ring at a time until you climax.
The palm rubber
Once you're erect, place some lube on the inside of one hand, and rather than rub your penis with your hand, keep rubbing the tip of your penis against the palm of your hand to orgasm.
The ball holder
The next time you're masturbating and feel as though you're about to ejaculate, put your other hand over your scrotum and lightly squeeze and pull it down (or more aggressively, if you like that sort of thing). That way, you get to feel your semen traveling through your body
The gentle tap
Although you have to have a sensitive penis for this to work effectively, this will at least demonstrate that you don't if it doesn't work. Keep your underwear on and make yourself erect. Once you're at your fullest erectness, tap the tip of your penis with the tips of your fingers. It should take somewhat longer than usual for you to reach climax but when you do, oh yeah...
While standing, twist your lubed-up hand (whichever you're most comfortable using) so that your thumb is against your belly button. Wrap your hand around your penis and, rather than stroke with your hand, move your pelvis to pump in and out of your hand. It'll make you feel like you're actually penetrating a vagina. Okay, maybe not.