Proper character development is key. Bring out a bunch of puppets and stuffed animals, and make sure she knows their motivations for being there. Introduce side plots. Madame Elle L'ephant is stuck in a MMF bisexual love triangle with Ted E. Bear and Raggedy Andy, so she has brought them to your lovemaking session so the three of them can work out their feelings of jealousy. Pause often for character exposition, and time their personal character revelations to your own climax. It's OK if the animals start a threesome in front of you, but only if the narrative leads there naturally--it may be more realistic if they get in a heated argument and storm off.

Buy small plastic armymen in two colors and have them fight a war over your girlfriend's anatomy. Be gentle enough that the armymen can stand on your girlfriend's body, except during artillery strikes and/or earthquakes (slaps, in both cases). Again establish why the two armies are at war, what their leaders expect to gain from the conflict, and the general attitude that the common infantryman has toward the war. The Greens are a rapidly industrializing post-colonial theocracy that views the entire body as their religions homeland; the citizenry is in favor of the war but the military itself is plagued by corruption, inadequate supplies, and nepotism rather than competence in the officer's ranks. The Blues are a mix of private security forces and UN peacekeepers brought in on behalf of a weakened colonial power, and are only interested in maintaining control over the valuable erogenous zones. They are well-supplied with both materials and intelligence, but are risk-averse and don't have the political will to drive the Greens all the way back to the sheets.

Playing dress-up is fun, but it lacks sufficient depth to keep females interested. Write lengthy backstories and character profiles, and read them together in the bedroom. Ask for her input into both her character and yours, and bring a laptop so you can rewrite them based on her feedback. Women appreciate this input into the creative process. Modify costumes based on changes, and don't be afraid to run to the store if you need a costume element you don't have on hand.

Obviously if you take this advice seriously you can end up having to postpone actual lovemaking for another night, often for weeks at a time. This is fine. Great stories are often split up among many books, and it can take years before plotlines are resolved (think Wheel of Time or Song of Ice and Fire). Don't be afraid to let plotline complexity spiral, and don't shy from introducing new characters and events without a long-term plan for their resolution. Anticipation is, after all, more erotic than the act itself.