In keeping with any activity that involves urethral insertion/penetration, sterilization is foremost in order to minimize /eliminate UTI and bladder infection potential. Catheterization & sounding both provide very arousing stimulation for me. When I am using either one, the slow and gentle insertion generates very enjoyable arousal from the stimulation of the inside of my urethra giving over to very pleasurable penile engorgement, erection, along with greater amounts of clear precum which lubricates quite nicely. A comparable state I have observed in females is engorgement of, and increased fullness of the labia and lubricating more intensely.
With a sound, being that it is rigid, I am able to slowly, repeatedly, gently stroke it in and out of myself when well lubricated, resulting in very erotically delicious intense sensations; I often have to concentrate not to ejaculate too soon. When using a catheter, in the initial stages it is very similar to the sound; In me, because it is going deeper passing the prostatic sphincter which is a thrill also, up to or in some cases into the bladder the sensations are intensely deeper with a unique subtleness of their own. I use a sound when ejaculation in a relatively short time solo or partnered is part of the play; I use a catheter solo or partnered when longer term non-ejaculatory arousal is the objective. I do not ejaculate with a catheter in because from experimentation, it is very uncomfortable and has been painful for me, which is something that doesn't do it for me.
As I have indicated in other threads regarding enemas & release/expulsion, the constant drainage or fullness or lack of control is not the stimulating factor for me, it is the physical presence/stimulation experienced by the nerve endings inside that are arousing. Taking into account the shorter length of the female urethra and modifying ones play accordingly, the sensations can be very rewarding. As with all other things, being that you know your inner anatomy and accompanying physical sensations best, trying it by yourself, at your pace, where you are in control of what does and doesn't work is a good method before attempting with another, I always do this and have never been disappointed.
I have a tendency to use a sound more often than a catheter, specifically because of the time involved; for me to catheterize, I need to have time, be relaxed, have the right mindset and be undisturbed, otherwise it's a pass. Using a sound, because it does not go as deep, is quicker and often easier when I do not have a large amount of time, also too, it depends on my mindset and what I want at the the time. One is not specifically better than the other. Both have their attributes and shortcomings, which is better overall is basically determined by the preference of the individual who is experiencing it, no one else.
I like the solidity of the sound and what it does, readily allowing for manipulation and painless ejaculation. I also thoroughly enjoy the soft, supple, flexibility of a good catheter and the way it slithers along following the contours. As I mentioned above, it depends on what my mindset is at the time. With me size is very important, I found that out the hard way in the early years at age 16 by inserting a catheter that was too large in circumference into my penis and thereby over stretching the urethra along with having the same thing done to me in a hospital as a result of a vehicle accident when I was 18....oww !
From that point to the present, I use a sound or catheter that is slightly smaller than my urethra and have had nothing but pleasure since. The slightly smaller diameter, adequately lubricated device slides comfortably along, stimulating the urethral inner surface without painful and potentially damaging dragging resistance. I have absolutely no desire to dilate/stretch my urethral inner dimensions, the potential risk of urinary continence difficulties as a result in the future is not something I would like to embrace; I therefore forgo any short term pleasure given by stretching in favor of overall long term healthy function and continued pleasure