I'm not sure whether I'd support the sale of urethral sounds or such on this site. Some bdsm toys are specialized enough that they require a skilled, sane, practiced top. I think that having to search for a mentor and or the specialty sites where you'd find such toys is a very minimal safeguard. I wouldn't want to see them sell branding toys either (altho personally I love 'em).
Urethra play requires good prep, communication and always includes some risk of infection. The sounds and plugs have to be sterilized (some people who play with these buy medical autoclaves to do so properly) they require MUCH lubrication. And you should have your sub drink a liter or 2 of water afterwards and pee immediately. In fact excessive hydration and peeing for the next 12-24 hours is best. It's not only safer and reduces infection (or makes injury immediately obvious) but it helps to ritualize and eroticize safety and the "seriousness" of play.
I had a former sub who had stretched his urethra wide enough to insert a bullet vibe. *We always used the kind that was attached to the cord. It was very amusing to slowly lower it/coax it down into his scrotum... then his balls could be made to vibrate. I called this his "party trick". We used a brand new bullet every time. He also liked catheter play but urine squicks me. LOL.
The ER horror story that secrettoylover mentions above is exactly why masochists should be very cautious about bdsm play alone. Find a supportive community and a knowledgeable playmate(s). Also always recognize that dangerous play may require medical assistance if it goes badly. This can be as simple as overtight bondage or face-slapping. If you are not prepared to drive your partner to the ER immediately if something goes wrong, you have no right to take your fantasy into reality.
With power comes responsibility.