One of our hosting clients sent us a set of steel cock rings once as a thank you (they run an online *ahem* adult products *ahem* boutique so it does kind of make sense).
Never been game to try them... . For that exact reason.
I'm not sure the thought of a burly fire-fighter cutting a steel ring off my tackle with an angle grinder while his mates sit around and laugh would do much to get the missus in the mood.
Though, thinking about it, the fire-fighters probably would.... Even more reason to leave them in the bottom drawer methinks.