Everyone develops their own techniques for achieving orgasm based on what they see and hear from others, and what their own senses tell them. Any combination of thoughts and movements is fine as long as you are not doing damage to that very special and delicate equipment of yours.
Rubbing against things: This can certainly provide excitement to the nerves and sensors involved (as well as for your mind and fantasies), but it is most risky for those who are circumcised, since friction sores on your penis head could result. Even if you try to pee while you masturbate this way to lubricate it, it's not liable to feel very good. Water in any form is not a good lubricant for masturbation, and the urine will have to be cleaned up quickly, if possible. But as I mentioned, fantasizing or imagining the thing you are rubbing up against is something or someone else, can be very exciting, and CAN lead to orgasm. There is a certain thrill to feeling your warm semen ejaculating and pooling against the surface under your penis.
Manual stimulation: The vast majority of masturbation (both male and female) is accomplished using the hand(s) and fingers (your own or someone else's). For boys, this is often discovered while cleaning the penis in the bath or shower, or while holding it for urination. Holding the penis between the thumb and forefinger, or encircling the penis with two or more fingers and then stroking forward and back, tends to be the technique of choice for many boys. If you are uncircumcised (i.e., you have a foreskin), some boys find that by simply pulling the foreskin all the way back and holding it there, they can induce an orgasm. But CAUTION -- although this technique can feel very good at the time, over time it can damage the delicate inner lining of the foreskin, causing micro-tears in the tissue which will lead to scarring later in life. This scar tissue will likely tighten up over time, resulting in a foreskin so tight that it can no longer be retracted at all (a condition called phimosis). In extreme cases, this can even impede the flow of urine out of your body, not to mention making masturbation MUCH more difficult. So be wary of the foreskin stressing technique. Massaging or rolling the head of the penis between the thumb and forefinger can produce fine sensations. Some boys find that they need not stroke the head of the penis at all, but that merely moving their grip up and down the shaft is often enough. This technique also affords the ability to squeeze the shaft tightly as ejaculation begins, allowing the pressure of "cumming" to build up behind the urethral opening. Releasing your grip will result in a larger amount of collected semen spurting with greater force from the end of the penis, resulting in greater volume and distance (although of shorter duration).
Shower heads: Males and females alike can find masturbatory pleasure in the pulsating impact of water on their sexual parts -- penis head or clitoris, balls or vulval opening, anus, nipples ... even toes! Anything that can respond to, or generate sexual sensations can be stimulated in this way. In addition, water can instantly wash away the result of your orgasm. HOWEVER, water is NOT a great lubricant for masturbation (or sex, for that matter). You body already comes equipped with the perfect lubricant for your sexual parts and activities -- precum.
You may have noticed from previous masturbation, or even from "wet dreams", that before going to full orgasm, you body puts out a slick fluid called precum. It is composed of much of the same ingredients as semen, only without much of the sperm component (NOTE: sperm CAN be present in precum, especially with successive orgasms). Preum is a natural lubricant that is designed to make it easier for your ejaculate (your cum) to travel through your penis and out of your body. You probably know that your cum is pretty sticky most of the time. Nature has designed it to be that way, so that it will remain in the vagina as long as possible, to ensure fertilization. So before you cum, your body preparesa the way with this lubricant. You may have noticed the drops of clear liquid oozing from your penis prior to ejaculation. Some boys look for this specifically to rub it around and over their penis heads as they masturbate to lessen the friction, particularly if they are circumcised. In uncircumcised males this liquid is naturally dispersed under the foreskin by the rhythmic motion of stroking the foreskin back and forth, covering and uncovering the head of the penis. PRECUM, like semen, is not particularly water-soluble, so it makes a good lubricant. BUT, it can be washed off by soapy water or water under enough pressure.
In short, don't be afraid to compose your own symphony of techniques, fantasies and sensations that can bring you to a pleasurable orgasm again and again.
Happy masturbating!