Electricity for play is used quite a lot in my group of kink friends.
The e-stims units are tens units with special electrodes. I suggest buying a tens from a medical supply place, much cheaper then the ones sold in sex shops, and rigging up your own electrodes or buying the specialty electrodes from sex shops. I love playing with e-stem. The best so far was having a metal sound in my cock attached by alligator clips to the unit and around my balls and base of cock a electrode unit designed for that application. Moving the sound became a very intense experiences. Unit is a friend's of mine so have not played too much with it. Need to invest in one for myself--so many toys so little money!
Violet wand is more of an static device. Remember the old telsa coil from 9th grade physical science class? A hand held version of this. Again sex stores sell expensive kits, can find a hand held science teacher device on the net for lots less--exact same device! Then buy the toys you like. If interested in this I would suggest finding someone to teach you and experiment with. This to me is not a self pleasuring device, but one to use on someone or have used on you. Violet wand is sensation play and can be painful too. My group of friends like the device that lets you electrify the sub and then use can use all sorts of metallic toys on him to get all sorts of reactions!
Taser--yes I have seen tasers used in sex play---they came in various voltages--lower voltages make muscle groups contract--watching someone use it on a young guys tight ass was very entertaining! Higher voltages knock down the person and disables them for a bit--in my group used more as a threat in heavy duty play. I have never seen anyone taken down by someone. Be careful though they can cause damage. I was tormenting a man I had tied up, at his request, and he almost ran into the unit I was mentally tormenting him with, would have been a very downer way to end the scene, so I switched to a light voltage one.
General rule for extreme toys, before you use them on someone else, use them on yourself. Get good knowledgeable instruction and mentoring when using toys like this. The previous recommended sites are the best out there, so research, but also try to find someone to learn from if possible.