When I want to treat myself to a long, slow masturbation session that builds to an intense climax, I fill a bowl with ice cubes (preferably cylindrical in shape) and head off for a hot shower or tub.
The shower is my preference if I'm more eager to cum than extend the session; the tub is for when I want to really drag it out. In either case, my massaging shower head is called into play.
I fill the tub about 6 to 8 inches deep so that I can submerge my cock and balls or raise them up out of the water. I make sure the water temperature is as hot as I can stand it.
The thought of what is to come (and cum) has me rock hard; I slowly move the jet from my hand held shower head up and down my shaft, lingering on the head and under my balls. I shut off the hot and raise my hips above the water. I press two or three of the cylindrical cubes into my anus before I begin to slowly stroke my balls and cock with a single cube. The contrast is so arousing and the numbing of the cubes seems to extend my hard-on. Extra attention is given to the head of my cock and the ridge between head and shaft.
I make sure not to neglect my nipples, which are very sensitive. Once when my lover was masturbating me, she added to the sensation by dripping hot candle wax on my nipples.
With each cycle of hot and cold, the intensity builds, but an application of ice lets me put on the brakes a bit and hold back my orgasm.
The melting ice cubes do put a time limit on the session-especially if I've been especially turned on by the cold session in my butt and I've been feeding cubes, which, of course, melt quickly, in my anus.