When you're aroused and feel along the front wall (the one closest to your belly) with fingers or a toy, are you not finding a raised spot about 1-3" in that is about the size of the pad of your finger and responds to pressure/stroking?
We find that vibes and curved toys (like those aimed at g-spot or prostate play) work great for prostate stimulation. Fingers work, but it can be difficult to reach and keep stimulating that area yourself. Once you find your prostate, try combining it with cock stimulation.
Also, while a lot of men have very sensitive prostates and find light stroking or incidental stimulation (like from vibration or just general anal play) to be best, some men need firmer pressure. If you're one of them, you'll probably need to explore the front wall of your rectum with a fair amount of conviction; try starting out lighter and increasing the pressure until you hit the right spot. Always use lots of lube, make sure everything that goes in is very smooth and back off if it hurts, though - you don't want to tear the delicate tissue in that area!