I am the same way with clit orgasms, people find it kind of interesting that I will stop them before I finish, I find it far too intense for me.
I have never had a vaginal orgasm though, no matter how hard I have tried. I feel something but can never quite achieve anything remotely close to being an called an orgasm.
I can have an orgasm while using a vibrator on my clit and having vaginal intercourse, but the feeling is not the same, and somehow the orgasm is not as strong that way.