Good to know I am not alone! I masturbate quite a lot, and I usually orgasm then (although I do not directly touch the clitoris, I usually just rub stuff against it when I masturbate), but for some reason it's different with sex. Especially oral sex, I always want to stop it when it gets so close to climax it starts being uncomfortable. It is annoying, because I think it holds me back from great orgasms.

I talked to a friend about this, and she used to have the same problem. She figured it was a control freak thing, and a trust issue. We are both usually very in-control women who subconsciously probably reject giving up control the way a strong orgasm demands. This might be part of the problem. And it is a trust issue in that trusting our partner is essential. You describe in your post that you haven't really felt that comfortable with your sex partners, and this is probably key. My friend has been in two long-time relationships before, and had many casual sex partners (many times more than my amount), but this time it's different. It's a more mature relationship and she trusts her partner completely. She says she does not have this problem anymore after being with him, so thus the trust issue is probably a big part of it. If you don't feel relaxed during sex, you will also subconsciously tighten your muscles more and this makes direct clitoris stimulation uncomfortable.

It might also be that you are just really sensitive down there, "over-sensitive." I have been wondering if I am, also as I never masturbate by touching myself directly at the clit either. It's just "too much" in a way. I have to stimulate it, but not necessarily directly, it can be too strong of a sensation.