Yeah, but it's a lot easier to reach...
...at least for most people, it's easier for men to reach orgasm than women. Something sad, like, a tenth of the adult female population has yet to even experience an orgasm. Another third can only have it through direct clitoral stimulation. The trade off? We have no refractory period, meaning that multiple orgasms, one right after another, are a wonderous and very real possiblity. So, if you can get there at all, no pesky in-between waiting, ladies.
But, as to your question, I would love to know what it feels like to really fuck someone hard with a penis—if you'll pardon my language. But even on a non-sexual level, I'd love to know what it feels like to walk around and live like a man—though I think I'd make a very poor approximation of one. I'm too girly, I'd be spotted right away as a fraud.