So, couple different things, really.
I'll start by saying I'm a cis man, with the equipment that follows. Penis stimulation, either through masturbation or sex is good feeling. Like when you get a good foot rub, or scratch an intense itch. It feels good, but honestly, I'd take either of the other two sensations over it.
Penile orgasm also feels good... But for me, it's honestly nothing to write home about. It's like a really satisfying sneeze. The important part of the orgasm isn't the sensation of cumming, tbh. It's the relief from the overwhelming horniness. Horniness is like being starved, the longer you deal with it, the more likely you are to eat anything you can get, even if it isn't healthy.
Anal, on the other hand, is an entirely different beast. It can feel amazing, it can feel painful, it can break your brain. Prostate stimulation feels an awful lot like you have to pee at first, but it builds up to this incredible, earth shattering experience. It's the same feeling as a regular orgasms, but multiplied times a million. My entire body, from toes to scalp, tingles. Sometimes there's a slight discomfort in the head in the head of my penis when it happens, but other than that, completely amazing. If you have a prostate (and are at all interested in trying to experience an orgasm) and haven't had luck with other methods of trying to experience sexual pleasure, I reccomend trying prostate stimulation.
Honestly, though, I'd love to not feel any of it if possible. I've been there a few times when on meds, and it's made my life better. Horniness is horrible, and it makes me a person I don't like. I focus on sex, masturbation, porn, getting laid, and I can't focus on other things. I've lost entire days to trying to find some dick. It sucks. I have 1000 dollars worth of sex toys, because it saves me tons of time trying to get laid.
Oh, and I forgot to mention. The instant I cum, I'm done. The horniness is gone, the desire is gone, and I don't want anything in any holes any more. Lol. I make sure I don't finish first when having sex, and oftentimes I don't finish at all until later when I masturbate.