Here are a few suggestions that might make things a little easier and even if they don't, they can sure make things alot steamier.....
Regarding female condoms, I've used them several times now, and overall, I really like them. My first experiment with them was PERFECT. The gentleman was like you and had trouble with condoms, and had the added difficulty of not being able to orgams from BBBJ or HJ. He asked me if I would be willing to try using a female condom and I happily agreed. He was thrilled with the result, and so was I. My next several uses of FC's were filled with mixed results. I have found that they do not work well with some positions, particularly CG, but work GREAT in others, particularly mish. As an added bonus, for me at least, they actually tended to add to my pleasure, a bonus I very much liked 
Failing that, as others suggested, polyurthane condoms may be helpful too. Gents have reported that they feel better. Or use an ultra thin condom.
Some women, like myself, do prefer not to use condoms brought by the gent because I can't be certain how old the condom is, whether its been tucked in a wallet for the last 5 years, etc, and I also tend to get irritated in my giggly parts if I use different condoms all the time. So if you show up with your own condoms to meet a new lady, she may not be willing to use them at first, but with someone you've seen a few times, chances are that she will be happy to experiment with some different brands with you.
If all else fails, try to spice things up. Talk dirty to her and ask her to talk dirty back! Also, try a warming lube (for some men, even a mild warming lube is too much, but for others, they absolutely love it). Ask her to put just a drop or two in teh condom before applying it. The added sensation for some men can be, well, explosive.
Hope some of these tips help!