This great illustration is by Pup Capri, who keeps a great chastity blog on Tumblr.
Getting the right fit for your chastity cage will make or break the experience. A common mistake is to buy a chastity cage that is too large. Probably the most crucial point for comfort is the base ring, and I would support the suggestion in the illustration to buy an inexpensive set of cock rings and test them overnight. There are some other links below on buying a chastity cage that fits.
This is a regular series of illustrated guides. You can find the others here.
• Deviance & Desire – Illustrated Guide – Male Chastity Cages
• Deviance & Desire – Choosing the Right Male Chastity Device
• Male Chastity Journal – Getting a Good Fit
• Gritty Woman – Beginner’s Guide to Chastity Part 1: Fitting and Measuring for a Chastity Device
• Chastity Mansion – PansyTart’s Measuring System for Custom-Fit Devices