With masturbation, I also gotta say 'stop and go', usually like how bigjohn described. Besides, it makes it more fun anyway - all the added suspence!
But you seemed to say you do that already. I don't have many pointers, but I'll tell you what I do. During sex, the thing that works for me (most others will probably find this useless) is having music on. Even though I'm quite lacking in musical ability, over the last 5 yrs I've really become a big music buff, so I've got something for any situation. Now, when I start to get to that point but I don't want to cum just yet, I sort of let my brain focus onto the ears listening to the music a little more and my penis a little less. This usually causes me to start moving with the music during sex, which I haven't gotten complaints from the other side about, at least yet.
I've always had pretty decent control anyways though, so I'm usually fine with or without music - maybe I just like moving with the music. I think part of it comes from anxiety I always had as a virgin that I wouldn't be able to hold out. Once the time came, I had myself too scared to even consider cumming prematurely.