They are usually made out of rubber or plastic, and often come on the shape of a penis. They are available in a wide variety of sizes, and they don't necessarily have to be huge to deliver the most pleasure. One purpose for dildos is to simulate intercourse, the type of intercourse you could have with a partner if they did everything that YOU want them to do. Again, the best way to find out what will get you off the best is to experiment with one, stimulating the clitoris in a variety of ways both directly and indirectly. You can also experiment with anal masturbation by using a dildo, and if you've never tried it but would like to experiment, using a dildo in your own privacy can be the best way.
Vibrators are another toy.
These are often much like dildos, except they have electric motors that make them vibrate. These are much more versatile because the vibrating action can be applied to the clitoris, the entire vulva, the breasts and nipples, and on any part of your body that is sensitive to erotic stimulation. For an even more stimulating adventure, try using them in combination with other forms of manual stimulation. There are many other types of sexual toys available in novelty shops and more discreetly, online sex shops. Once you've reached orgasm, you will probably want to take a few moments to savor the feeling and give your body a chance to return to normal.