Orgasms exist entirely in your head

If your arm were cut off, the only reason you would feel something (if you felt something) would be because nerve impulses travelled from the site of the physical trauma to your brain. Break that circuit — through anaesthesia, prior spinal cord injury, very deep meditation or any other means of interrupting, or redirecting those impulses and voila! — no pain, no pleasure.

Yes, TWAJS, I know...

To pick a nit, while it's entirely possible to reach orgasm entirely inside one's mind, if you use physical stimuli elsewhere to get you there, you are also involving other portions of your nervous system. The qualitative differences one has with nearly every orgasm probably also have something to do with the chakras that may or may not become involved as nerve impulses pass up the spine, and potentially radiate to and from other parts of the nervous system.

Not a very romantic description, is it?

• Foreplay: I know this has been said a million times, but it really does work. Guys, pay attention to your woman: tell them the little things that you love about them, the small things they do that drive you crazy, and what makes them amazingly sexy.
• Focus: Sex is a chant on many levels: physically with the rhythm of both of your bodies, and emotionally with your thoughts. If you are losing focus, try to surround yourself with thoughts of your significant other. Let the physical pleasures be a sort of background noise to a loving experience. Having your mind on the stock market or work won't bring you to orgasm*, but your partner's embrace will. If you masturbate, try to do so while thinking about your car keys; it's not going to happen.*
• Take your time: There is no need why it needs to be over. An orgasm is not a means to an end (but if you are lucky, it's the means to several more). Take your time, and let things happen. Being playful won't kill the mood, it will wonderfully agonize you both into going longer
• Comfort: This is the number one thing, that would hinder an orgasm for either party. Are you relaxed? This is more a problem for women than men (many men orgasm faster when they are not relaxed). Are you comfortable with your partner? Bad sex is usually the first sign of something going wrong in a relationship; it's hard to tell your body to put on a happy face and keep on going. Are you comfortable with yourself? It's okay, everyone was new at it at one point. Just take it easy, and let things happen as they are supposed to (or not supposed to). Orgasms are easier with each time, as you get used to the situation, and the person you are with.