One of my favorite feelings. I have done it with a woman fingering me as I fuck her. Also with a man fucking me at the same time and with another woman behind me using a strap on.
It is an intense feeling have your prostate stimulated from the fucking and having ur cock stimulated by the woman's pussy. It makes for one of the most intense orgasms ever.
Never had a real cock in my ass while fucking my wife, but she does really like her 8" vibrator all the way in my ass while she gets on top and rides me!