They are tubes that simulate a woman's pussy or mouth or ass. Manufacturers even take molds of pornstar pussies and make fleshlights that are marketed as being just like having sex with *insert pornstar's name here* (but probably tighter).
In my marriage, I like to have him use the fleshlight on himself during foreplay while I do other things to him. It's nice having two hands and a mouth free to focus on things other than his dick. He gets very excited and when I'm ready for him to be inside me, he's very wet. And so am I.
Also consider trying some of the newer toys for guys, like the VerSpanken or the Hot Octopuss Pulse.
