To piggyback on this, get yourself a really cool chick and make a game out of it with her.
I'd always had this problem, and most women were all nice and told me it was ok, but I always felt self-conscious when having sex, although I would compensate with lots of oral. But all those relationships where characterized by a lack of communication, by "politely" sidestepping the issue.
Then I encountered a woman who literally was like "What the fuck?" when I came right away. I wrote her off that moment (and she later told me she had written me off too), but we were stuck in her apartment until the afternoon, and we gave it one more shot.
At that point I was at sexual rock bottom with this woman. I had no dignity left to lose, nothing to prove to her, so I was just like, "Could you work with me? When I get close I'm just going to stop moving." She was like "That's fine, as long as you don't cum."
So I told her whenever I was getting close. And stopped. And she was totally cool with it. I went a lot longer in that session, and we ended up having an affair. In future sessions we got playful about it. Neither of us know a thing about baseball, so when I would get close, I would be like "How about them Rays?" And she would respond with something inane and we would both get a laugh out of it.
As the sessions went on, it got easier to not cum, and I could go longer without having to stop and pretend to talk about baseball or something random.
I ended up having hour-long fuck sessions with this girl. Changing positions and everything, it was like a porno. I always had to stop things when I was getting close, but my God, I never knew sex could be so much fun.
Truly a wonderful experience. It didn't work out in the end, but I salute her.
My favorite thing she ever said to me is probably when she was really enjoying things and I had to slow down and she said "If you cum I'm going to slap you."