Hi Kelly,
there are a lot of way to play electricity, from gentle tickle on your clit and/or nipples to real pain.
I play with electricity with my wife since a long time and we LOVE THIS.
What you can do first is to buy an TENS unit, sold as an electro exerciser. Pads can be bought at nurses shops (at least in France, where I live)
You can also buy specially made dildoes, with plugs on them.
Connect your dildo, plugs, pads, etc... to the TENS and enjoy !!!
For example, you can insert a plug in your ass and another one in your lover ass (like I do with my wife). When he enters in your love hole, prepare for heaven !!!

A last thing : i'm an electronics engineer and i've built my own TENS unit. If you want more informations about such units, you can contact me

Electric kisses

Ben