Kegels and breathing exercises definately rock. When you feel yourself starting to get close to climax, slow down a bit and look away a bit, and focus on controlling your breathing. A nice, deep, steady breathing pattern will do. It does wonders.
I'd also recommend the "sacrificial lamb" idea that others mentioned - have her go down on you, give you a handjob, or just rub one out shortly before you have sex. If you get the first one out of the way, the second one will typically take longer.
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"The power of accurate observation is frequently called cynicism by those who don't have it." - George Bernard Shaw
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