Men- Most men will rub their penis to get an erection and then ejaculate. The speed and motion of the rubbing will vary from person to person and on your mood at the time.
Women- just because girls and women don't tend to talk about masturbation does not mean that is wrong or that no-one does it! Most women will rub on and around their clitoris and/or move fingers around, in and out of their vagina.
Both men and women may fantasise while they masturbate.