I do it by myself when I am extremely horny and masturbating. Well, I do not use special equipment...I just clean up a pencil real good and lubricate it with my saliva or precum...then I slide it inside my throbbing cock until I cum...it is worth it, trust me
If you want to try it, then you should know some things before you start:
Ensure that whatever you are using is CLEAN and lubricated.
At first, you might feel really bad by feeling it sliding through the tip of your penis. As it goes deeper however, it will feel better. If you feel like you can't force it deeper in, then simply don't. Once you are a few cms inside, start the play
I am not sure about this one, but I have heard that you mustn't cum with the thing you are using still inside your urethra. I am not sure if that is true, but don't risk it, or even better, ask that guy who gave you the show.
Also a bonus tip: after you finish at the first time, it will sting when you pee. To counter this, hold your foreskin tightly, but tight enough so that the pee can flow out of course. Helps a lot.