I never thought of practicing on a dildo...
I don't know if I've ever really had a gag reflex, I know I used to have at least a little one because sticking my finger in my throat did make me throw up. Now, well, after being married to Martel for two years, I've become queen of deepthroat and NOTHING makes me gag.
Practice is key, but I've also noticed it's LOTS easier to deepthroat when his penis is slippery and wet- either with spit or my personal favorite,
Sweeten'd Blow, which tastes better, works better, and lasts longer than other flavored lubes I've tried. My personal favorite on taste is Watermelon. Another good thing to do is tell your lover what you hope to accomplish and encourage him to have patience with you. Take it slow- little bit at a time. Don't start out thinking "I've got to get all that in my throat" cause then you'll just psych yourself out. Just shoot for a little bit more than last time. Soon, you'll get the hang of it, figure out just where you need to be so it's the most comfortable, and it'll get easier and easier.
Happy practicing!