Get fit. As reported in Enhanced Sexual Behavior in Exercising Men (White, Case, et al), men who exercise for an average of 60 minutes a day at least three days a week increase sexual stamina, lower the risk of erectile dysfunction and increase the percentage of satisfactory orgasms.
Masturbate. Lower the immediacy of ejaculation during sex by relieving the initial pressure beforehand. A man who masturbates frequently will find he is able to spend more time pleasing his partner.
Take your time. Don't rush through sex, and don't focus all of your attention on the "main event." Go slow and enjoy your time with your partner, and avoid feeling the pressure of finishing.
Try something different. If a particular position makes you ejaculate too soon, find a new position that lowers the sensitivity.
Use a condom. It's a well-known fact that condoms make men less sensitive. Consider using a condom to lower sensitivity, even if you're in a trusted relationship and your partner is on birth control.
Stay positive. Past bad sexual experiences can lead to erectile dysfunction problems if you're thinking about them during sex. Drive all negative experiences from your mind and focus only on your partner and enjoying the moment. Stress is also an issue with male stamina. Leave all work and personal problems at the bedroom door.
Eat a healthy diet. Poor nutrition can lead to lowered stamina and libido depression.
Speak to a doctor. If natural remedies and methods aren't helping, consider discussing your problem with a doctor. The issue might be related to physical or mental health.