This one doesn't sound like quite that much fun to me, but some guys really seem to like it. Have a couple of ice cubes or some crushed ice handy for this one. Masturbate normally until you're really close to orgasm. As the last moment, pick up the ice and hold it against your penis as you masturbate. Some people find the cold shock thrilling, but it just kinda gives me the goosebumps.

This one is very similar in process to the Stroke and Rub technique, but the feeling is surprisingly different. While masturbating normally with one hand, use one finger of your off hand to trace circles around the tip of your penis. This should add a pleasant tingly-tickling sensation to your regular masturbation session.