I basically agree with Flaming Redhead here, except for the pillow issue.

The most exciting of all is to have his hands around my neck. I love that beyond all measure. So much so that, by putting his hands round my neck and throttle, he will push me from not-having-thought-about-sex-at-all to a sudden readiness close to orgasm.

The method of covering the mouth and pinching the nose is much safer, but it does not get me anywhere near that level of arousal. I remain completely aware of what is going on, and the main joy that arises from that is the one of my Dom who looks in my face and sees my growing feeling of fear.

For some reason, I only enjoy breath play if my Dom uses his hands.
Any other way, like pulling a scarf or rope round my neck, just makes me go completely rigid with fear. I cannot move at all as I am literally paralyzed with anxiety. It does not excite me at all.

And as I only enjoy it when another person does it to me, I never did anything of the sort to myself when masturbating, and am in no danger of hanging myself and being found dead in a compromitting position. :-)

My Dom had experience in breath play already when he met me, and as he worked as a paramedic for a while, he is also aware of the safety issues. I trust both his technique and timing. If you need sources about technique or safety precautions, I would have to refer you to him; he is here under the name of "dorsch".
(I have been with him for 9 years now, and he has not done any damage to me, if that helps. *lol*)

Kind regards
Arria