I sometime finish too early, and this makes me get anxiety before sex, to the point where I often will avoid it (not good...) I will try to compensate by either fingering the girl or going down on her. However, I've noticed that a lot of women really just want to have straight up intercourse.
Any way to help me get over my anxiety from finishing too early? I hate having to avoid sex due to a lack of confidence, and them wanting to have intercourse as opposed to any other method.


Oh for heaven's sake! You finish early? THEN DO IT AGAIN and AGAIN until you get it right, dammit! Yegods man! No one says just once.
Wear a fresh condom, lube it up and get on with it!
See two sticky post: Body Worship and The Program both of which will give you something to do whilst recovering so you CAN do it AGAIN and keep her interested while she waits.
1: Go down on her first, instead of afterwards. (or maybe.. as well as afterwards :3)
This way she'll have at least one orgasm and you won't have to worry as much about lasting long enough for her to have another.
Not that you shouldn't try for another orgasm for her if you can, just letting go of the anxiety is the point. Worrying about your performance is the worst thing you can do for your performance.
2: see if you can keep going after your orgasm. Do you lose your erection straight away, or does it stay up for a while? Allow a minute or so for your sensitivity to pass, and let her keep going.
3: try and find a position that works for her but not for you. My partner and I have best results in female superior (cowgirl..). This position allows her to stimulate herself externally by adjusting her angle so her vulva rubs against your body. My partner says this is not very stimulating for him, so he lasts a long time like that. We sometimes have to change position or he won't come at all, and his stamina is pretty poor most of the time.
About whether or not we prefer it? It depends. There is something very satisfying about intercourse, but orgasms by mouth or hand can be more intense. There's no reason not to do both. But really, it is up to your partner and whatever she feels like at the time.
Sounds like you are getting quite a few offers; is this a repeat partner? I would draw confidence from that because she can't be that dissatisfied with you if she keeps coming back ;)
Some women require more foreplay, some require less, and others just want to go straight to some serious aggressive coitus. It's always good to know which type you are with. I know of women who become frustrated because the guy they are with read a book or an article that said to give massages and carress and kiss her feet and body, blah, blah, blah - and the women nearly fall asleep before the guy ever penetrates her. So, if you are blessed with a woman who does not require these things you want to be ready to perform at the proper level. As an after thought to that: it's always good to have a mixed bag of tricks because everyone likes some variety sometimes.
The worst thing you can do is worry. You said " I sometime finish too quick." That happens to everyone once in a while. When it does and we loose our erection we resort to oral sex and some of the above listed techniques to keep her purring until we are able to copulate again.
The more a man has sex and learns to understand his body and how his body responds the less of a problem, the less of a concern, premature ejaculation becomes.
I highly recommend what I call the Grunt Technique. It sounds silly and you will see that it is ridiculously simple, but it works. Read about it here.
http://www.sexinfo101.com/forum/sexual-health-men/19797-squeeze-training...
Now to be honest it might not be what is best for you. The usual recommendation by sex therapists is the "Squeeze Technique" which surely would not be the standard recommendation if it did not have a high success rate. Still, it never worked for me or for many other men. So read about that here
http://www.sexinfo101.com/forum/sexual-health-men/19797-squeeze-training...
and see which is better for you.