Deep throating is something that is often mentioned in erotic stories, and often seen in pornos and on the internet, but most girls (and guys) find it rather difficult to do. Part of it is a sensitive gag reflex, part of it is the fear (and the reality) of not being able to breath with a dick shoved down your throat. However, it is possible, and although I'm not a guy (Not since I last checked anyway) I've been informed by my very male fiancé that it's one of his favorite things during sex (admittedly, on a rather long list of "favorite" things).
The first thing you can do is practice, not necessarily with a banana (although I know that some people do use that successfully, I don't really think it's actually necessary), you can practice just with your finger or a toothbrush. Just every time you brush your teeth, at the very end brush your tongue as far back as you can get it, until your gag reflex starts screaming at you. The constant pushing on it will actually make your gag reflex less sensitive, and allow you to get objects further and further back into your throat. A good reason to use your finger is that most guys are not as long or as hard as a toothbrush is, and with your finger you can get a good general idea of where the most sensitive spots in your throat are. Knowing the "danger" zones in your own mouth is a HUGE bonus when it comes to attempting to swallow a dick.
Anther pointer is to do just that, swallow while sucking, making the swallowing movement with your throat and tongue. Your gag reflex tends to relax when you swallow, allowing you to move the tip of the dick past it, for some reason the gag reflex doesn't seem to have a problem with a dick laying under it, just poking into it. However, eventually you will need to pull off and repeat this procedure so that you can breathe. Breathing is important, if you aren't getting enough air you're actually more likely to gag or actually throw-up, also if you're trying to swallow the dick and gasping for breath at the same time because you haven't gotten enough air, chances are you're going to swallow air, which is again, going to upset your stomach and make you gag or throw up. One which isn't very pleasant for you and one which isn't very pleasant for you or your partner.
Work up to. Start by slowly sliding down as far as you can, and then pull back as soon as you start to feel nauseous/sick. Do it again. And again, try to push yourself a little farther each time (without actually making yourself sick.) TAKE AS MUCH TIME AS YOU NEED IN BETWEEN. Don't go down while you're still feeling nauseous, take a few moments, relax, and then go again. Working up to it allows you to build confidence in your abilities to go farther and farther. Half of this is a mind thing, if you think you can do it, you're a lot more likely to be able to. If you think it's impossible, well, try the next paragraph and then pay close attention to the last one.
Try different positions. The first time I managed to deep throat my boyfriend we were in a 69 position; it that position the throat is curved almost exactly like a vagina and the point of the penis doesn't impact the gag reflex as much. One way to do this is to be on the bottom of the 69 and let your partner lower himself (somewhat quickly although carefully) into your mouth. Make sure your relaxed when he does this, if your throat is tense and closed up then it's not going to work.
Most importantly, MAKE SURE YOU TRUST YOUR PARTNER. Having the person attached to the dick be positioned on top in this kind of situation can be dangerous to the person on the bottom, because the person on top goes 'Oh god, this is wonderful... I want to stay like this forever' and forgets that you're running out of air because they're blocking your throat. If this does happen to you, a short sharp slap on the ass usually gets their attention the fastest. Another position to try is on your back on a bed with your head hanging off and your partner standing in front of your face and thrusting forward, this gives you a little bit more control since you can use your hands on their hips to guide their movements. Again though, you still must have a relaxed throat, these positions are much easier to deep throat in than the convention "on your knees" in front of the guy pose, but a closed throat will kill everything.
If your gag reflex is just too sensitive or your man just too big (or at an inconvenient length where he can't help but poke your gag reflex every time), Cheat. There is this absolutely wonderful gel on the market called "Good Head". There are also other gels and "helpers", and most of them probably work but I haven't actually tried them. "Good Head" I can vouch for. I got it at a Slumber Party that I attended, one of my friends and I spent about 45 minutes shoving half our hands down our throats every time we checked to see if it was still working. All it requires is a very small dollop, just enough to cover the tip of your index finger, put on your tongue and then swallow.
That's it, and immediately your gag reflex WILL BE GONE for quite a period of time. Because I tend to get impatient with my natural abilities, I have a rather large bottle of Cinnamon flavored Good Head that I keep with me when I feel like treating my guy to something special, rather than making him wait while I work up to swallowing the whole nine yards. The best part about it is that it doesn't have an aftertaste and it tastes fairly good (at least the Cinnamon does, I haven't tried other flavors). Actually, that's not the best thing, the best thing is that it's fairly inexpensive AND is sold in the Literotica Adult Toy Store, which is available on the main page of this site. Just go there and look up "Lubes and Lotions", go down to "Oral Sex" and it's there. And no I'm not getting paid for this gratuitous plug, it's that I love that store and Good Head really is THAT good.