Kegels and foreplay.
Kegels strengthen the muscles that are involved with orgasm. "Exercising this muscle regularly will prolong the duration of lovemaking and make your climax much more intense." Blow your load early in foreplay, then work back up to an erection. You'll last longer the second round.
Kegel info:
http://www.askmen.com/love/love_tip_60/67_love_tip.html