My thoughts of the following that I have used.
Women underwear: I didn't think of this one until an ex one time wrapped her lace panties and jacked me off with them. Ever since, she has shown me other interesting ways to use her underwear when she was away (though, she asked me to only use the dirty ones, which, in a way, made it more enticing). From taking her bra and using the pads to "sandwich" my junior to using her thongs to tie on my junior and masturbate using another one. Well, you can be creative. I am sure you can find porn videos on this. In a way, depending on the fabric, it creates a different feeling compared to plain masturbation with your hands, specially if you go for lace or non-cotton material. Unlike the toys below, you don't necessarily need lube and you need to only wash them afterwards. Of course, if you wash them with your other clothes... Hey, it is your own cum...
Tenga Egg: It is an "improvement" over jacking yourself, as the texture gives you a different feeling. The bad, though is that they are meant for single use and they are not necessarily cheap, if you decide to masturbate daily. I have gone "cheap" and re-used it a couple of times but you feel it starts to get sticky after the second time.
Fleshlight: I have used different iterations, from the vagina looking, butt, to the adult actress "inspired". For the most part, I enjoyed them, specially once I figured out a good place to keep it static for me to "fuck" it rather than masturbating with it. For a more "visual" experience, there is the also the Ice version, which is somewhat transparent, therefore, you can see when you unload your shot. The only caveat for me was the cleaning. Maybe I didn't dry it well and, towards the six month mark, it started to discolour and stain.
Cobra Libre: This would the male version of a vibrator. Put your junior in, turn it on and it will start vibrating. While it had several settings, only the highest settings worked for me. The lower frequency ones were OK but I didn't "get" it unless I used the higher settings. YMMV? Cleaning was easier than the Fleshlight. A big caveat is the charging time: It takes a while to fully charge so, if you forgot to recharge after a couple of uses, you are kind of out of luck.
Lelo Billy: If you are up for prostate massage, this toy is for you. It is pretty much a vibrator with a slightly different shape. Just insert into your rectum and turn it on! The major catch is that it is somewhat tricky to use. Also, because of where you are inserting it, cleaning it might be a hassle. I used to use a condom for a somewhat easier cleaning.
Aneros: Similar to the Lelo Billy but it is more of a dildo than a vibrator (unless you get the vibrating version). But, because it is "just there", it wasn't as enjoyable as the Billy.
Two side notes:
1) Lubes: Don't skimp on lube and read carefully which ones can be used.
2) Cleaning them correctly is really important! This is specially true with anal ones.
I don't currently have any one of them as I have been in a NSA situation. But, if I had to get them again, I would go with the Fleshlight first and the Cobra Libre not short after. In a way, the Fleshlight would be if I wanted a bit of the hip action, whereas I would use the Cobra Libre if I wanted something closer to the blowjob feeling. At around $115 for the Fleshlight (did a quick check at a local store but certainly it could be cheaper), it is not cheap. But, compared to the cost of this hobby, it is still relatively "cheap".