My advice is to learn how to relax your pelvic floor muscles. They're the muscles you contract when you're trying to not piss and ALSO the muscles that contract when you're getting ready to shoot your load. If you can learn to consciously relax them you'll be able to stay longer. That was advice from some Brit sex-therapy show that I saw last year, the dude was getting off too quickly so they told him to flex & unflex those muscles at least 10 minutes a day and you'll be able to become an energizer bunny like Sting and his 12 hour tantric sessions. If you're doing it right your not-hard member will move up and down. Another tip would be to stop your piss mid-stream and re-start it.
This also works for females if they want to make their partner work for your getting off. It's the classic Kegel Exercises.
Once_Dreaded but never feared
#88 in the Keira Knightley Posse