Just my two cents:
I can orgasm one of three ways: with a vibrator, on the left side of my clit, and sort of down below the clit a little; with 45 minutes or more of oral sex, from someone who really "knows what they're doing" and is paying attention to my noises, the requests I make, etc; or with a vibrator and strong g-spot stimulation, which is faster than a vibe alone and also has the side benefit of making me squirt.
I have very large labia, and it seems like the extra flesh gets in the way during penetrative sex. It makes it hard for me to find my clit sometimes, even though it's mine and I know where it is, and on top of that, the excess flesh makes it impossible for me to come with my hand or with just normal penetration. I'd have to rub forever, and my arm muscles just get tired, and I've only come from penetrative sex once, with a dude whose penis was shaped just weird enough, I guess. (Sort of short, thick, and bullet shaped, unlike any dick I'd ever seen before, and I've seen quite a few.)
Anal is a fun stimulation but it doesn't really make me come faster, it is just more intense than vaginal penetration.
I've tried pumps, stimulating lubes, mints, etc and while they were fun, different sensations, they didn't make it easier for me to come.
When I'm masturbating, I watch porn - it makes me come faster and makes the whole masturbating thing easier and less tiring on my hands (which start to feel weird if I hold a vibe for too long.)
I like the plug in vibes a lot more than the battery powered ones, though both work. My faves are the Hitachi Magic Wand, the Wahl 7-in-1, and the Pocket Rocket.
Hope my experiences help, I know how frustrating it is to want an orgasm and not be able to have one. I didn't have my first orgasm until I was 16, and probably didn't have one with a partner until I was 18.
Edited to add: I use vibes during partner sex all the time. It's embarrassing to tell a guy he'll never make me come (most likely) on his own, and here's my "other boyfriend." But you know what? I'd rather we both experience my orgasm than to leave the toy out, and watch the boy orgasm while I just sort of twiddle my thumbs