Have more sex. I'm completely serious. The problem I always used to have was that I would be so embarrassed or disappointed by my performance that I wouldn't have any desire to do it again, or I would insist on just having oral sex because I knew I could last longer that way. That was not only the wrong approach, it was actually contributing to the problem.
One day I finally just said, "Fuck it. We're going to have sex as often as we want and who cares if I don't last very long." We started having sex 5 or 6 times a week, and all of a sudden I started noticing my stamina going from 30sec to 2min to 5min to 10min to basically under my full control. I don't know whether it was just the frequent release of sexual tension or desensitizing myself or maybe just the psychological factor of not being self-conscious about it, but it worked. And now, even when we go a while without sex, I still have a reasonably good stamina, and can have myself back to full control within a week or so.