Ben Wa balls are small spheres that one can insert into the vagina. They should NEVER be used for anal play.
Originally made of metal, they are fairly heavy, and when they bump together, they can feel quite pleasant.
Currently you can find many variations like for instance Smart Balls. They are heavy ball bearings coated in silicone with a coated string to easily retrieve the balls.
Ben Wa (or Vibratone) balls can be used to strengthen the PC muscle.