Masturbate to orgasm an hour or two before intercourse; this can help delay ejaculation during sex.
Try the stop-start technique
Masturbate alone, but do it with a dry hand, almost to the point of ejaculation, and then stop. Do this three times; the fourth time, ejaculate. After many sessions of practice, you will gain some control. Then begin to increase the stimulation, first using lubrication and your own hand, then ask your wife to masturbate you, then try vaginal penetration. Consistent practice will lead to results.
Hold off on penetration
Avoid penetration for the first 15 minutes of lovemaking. Focus on other sexual play to take the pressure off.
Try the squeeze technique
Have sex until you feel close to ejaculation. At that point, gently squeeze the end of the penis (where the “head” meets the shaft) for several seconds. Stop having sex for 30 seconds, and then start again. Repeat this pattern until you want to ejaculate.
Kegel exercises strengthen the pubococcygeus (PC) muscle, which contracts during orgasm; a well-toned muscle means better control. (To locate the muscle: When you urinate, tense up and interrupt the flow; what you’re clenching is the PC muscle.) Do several sets of Kegels every day.