Finishing while having sex.

I am 24 years old and only been sexually active with another person since I was 20 years old. I have been masturbating since I was 5 or 6 (at that time I didn't know what I was doing, I used it to get myself to fall asleep). I've been frustrated with myself during sex because I love the way penetration feels with my partner so much that I don't try to cum; Like ever. I have noticed that I enjoy clitoral stimulation with penetration, but a lot of the time my clitoris is very sensitive. To the point where it hurts way too much to touch. I just wanted to know if that's normal and if there were any other women out there who are like that and would have any tips or tricks.