Okay, so you've decided to write erotica. Just for yourself. Just to hone your skills. Not for public consumption. Probably.
Well, first you need to decide what to write. (This is the easy part.)
If you're a writer who has existing work with fade-to-black type scenes, well, you could choose some of those to flesh out. That's the easy way out, of course - you already have an existing framework, an existing story that you're choosing to revisit, to linger a bit voyeuristically over what you knew was there but chose tastefully to leave off the page. Or you can take characters from existing stories and put them into different circumstances. I wrote an entirely non-sexual story, Facing the Wind, and then later wrote an erotic prequel to it, On Arid Seas, which explored a relationship that the first story only hinted at.
Another option is to look at current calls for submissions to see if any of that sparks any ideas. You can find those in the "mature" section of Ralan's or Duotrope, or look at the Erotica Readers & Writers Association, or at the titles of some of the anthologies out there. Or, y'know, you could write something to submit to The Flesh Made Word...
A third option is to find your story the same way you find all your other stories - dreams, daydreams, that weird mental state you get into somewhere between lathering shampoo into your scalp and washing the soles of your feet. From a song lyric or a random phrase overheard at the coffee shop.
Remember that you're not just writing the mechanics of sex, just like when you're writing anything else, you're not just writing the mechanics of what is occurring. You're writing the action in the context of thinking and feeling persons who are doing the acting. You're writing the action in the context of a larger story that this scene must serve. Your sex scene is not an intermission. It's not there to fill in space while the actors get changed for the second Act. It is as integral to the story as a whole as every other piece of the story. Remember, sex is powerful - use that to show aspects of the characters that are otherwise hidden.
Word choice. This was the most difficult piece for me.
So what is it? Penis? Cock? Prick? Glans? Stiff? Erect? Throbbing? Pulsing? Balls? Ass? Rectum? Clit? Vulva? Vagina? Pussy? Cunt?
Or do you choose a more demure route? Hardness? Manhood? Wetness? You want to avoid cliches, of course, but that's true of all writing.
There's no correct choice here - only what's correct for your story, and for your POV character.
There's only one rule here: Don't flinch.
It's okay for your POV character to flinch. You write that well, and the readers will do the same, right where you want them to. But if YOU flinch, the readers will know, and you'll lose them.
Be true to your story. Be true to your characters. Follow where they take you, no matter where.