I think choosing a toy depends on the way you are stimulated.
If it's mainly clitoral there is a huge market for specific toys now - to use alone or during sex etc.
I have a few for clitoral stimulation as a hard dildo just doesn't do it for me and I'd rather have my partner there to fulfil that part. Saying that we plan to buy for fun one of those "Clone a willy" kits as I have a DP fantasy of having him in several places at the same time.
I use a clitoral toy on my own or with him. He uses it on me, and also enjoys watching me climax with it while he gets his rocks off.
I also experience strong multiple clitoral orgasms wth toys during penetration which is very pleasurable for him.
We sometimes use a plug on me anally as for me it really intensifies the pleasure.
Last week we attended an erotic fair and bought him an adjustable cock ring. He is very very well endowed and it really helped keep his erection on a very pleasurable Sunday morning. But you need to be careful of prolonged use with these and it was good to see them before buying to test how stretchy they were on my wrist (which we compared for size before hand
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I would like to try one of those pumps and I think next on the list would be to upgrade my fairy wand to one of the Hitachi wands which give very nice vibrations all over.
I would browse Lovehoney and read the reviews watch the videos etc.
But to be honest if it's not something you both want then why break the pleasurable status quo?