I learnt to masturbate when I was about 14 by humping my pillow or rolled up blankets/quilts. Twenty years later, I have a few different techniques. It took me years to be able to climax using my fingers and I can now do this easily and quickly my rubbing my clit in circles vigorously with two fingers. This always works, but is not my favourite way. However, it's something that most women can do anywhere, which is a bonus :)
We are lucky enough to have a jacuzzi so I place my clit over the jets and within a minute will have the most intense orgasm. Thankfully the jets are noisy because I can be quite loud when I cum that way!
Also, the good old humping/grinding still works wonders for me. I still use pillows occasionally or bunch up the corner or my quilt and lie face down down and hump it back and forth until I cum. A more recent method is to place my legs on either side of the corner of my matress. I can see myself in the mirror when I do this and I am usually completely naked. I then start by rocking back and forth slowly and then, while watching myself, I start to twist my nipples. The entire time my clit is rubbing against the corner of the matress. It doesn't take my long to have a very intense orgasm and there is something wonderful about seeing yourself in the mirror. The arm of the couch also works wonders.