I like to tie myself up when I masturbate. *blush* I use rope to bind my ankles and legs... sometimes to something (like the foot of my bed) and sometimes in very intricate patterns. Just the feel of soft rope can make me SO wet. It's almost as good as getting off after I do it.
I usually use handcuffs on my wrists. They're cliche but easier to get in and out of, and hey... they work.