You may be bored with yourself, not all sex. Do you have partners? Now, if you think you want to be a guy, that's a different issue. That can either be a grass is always greener on the other side issue or a trans issue, and you'd know better than me if either of these sounds right. Being a man is a lot more than just having a penis and being a woman is a lot more than a vagina. But my guess is, you're either not with someone you really like and really turns you on and if you're not a very sexual person, it may be that's what you're going to need to make it work for you. On the other hand, if you're masturbating a lot and to the point of using toys, that sounds like a pretty sexual person. Why don't you try not masturbating for awhile and focus more on getting into a relationship that arouses you.
I'm not sure if this is a natural low in the highs and lows of a sex life, or if something deeper is going on. That's really for you to determine.
There are definitely times I've felt more sexual than others, and times when I've felt like my vagina was just another boring part of my body. I don't remember ever thinking a penis would be better, but we're all different.
Plus, we get periods and mood swings and the like.
However, we also get the possibility of multiple orgasms, and no inconvenient erections. I don't know if it's more fun to have a penis - I've never had one, so I can't compare.
If this goes deeper than just musings, then you have a great resource with your partner, or you could talk to a therapist. I don't know if it's as deep as some body dysmorphia, or gender dysmorphia, or just a natural flow in life.
Maybe get some hormone levels checked if you think your sex drive is too low, or if you are on any medications, that might be the culprit. Or maybe you and your partner can just have fun figuring out the ways for you to appreciate your vagina. :)