Using a thigh harness requires a bit more creativity and forethought than most sexual positioning. This is because the thigh just doesn't have the large range of movements that the hips do. However, when done correctly and creatively, you'll find that the naughtiness of using a thigh harness coupled with the new view will end up feeling very sexy and arousing.
For the purpose of my research, I have a boyfriend who loves anal play, so we use it for anal. All of these suggestions could easily be applied to a dildo used for vaginal penetration as well. I'll be using the word “giver” to represent the one wearing the thigh harness, and “receiver” for the one who will be receiving the dildo in the preferred orifice.
First off, one of the easiest positions to perform has to be with the giver sitting on a flat surface with the receiver sitting on the giver's lap. It's extremely easy for the receiver to adjust the stimulation being given (important for anal use) while the giver's hands are free to help support the receiver's body, play with the receiver's breasts, or touch the receiver's (or their own!) genitals. As long as the surface being sat on is relatively comfortable and squishy, the giver's thigh shouldn't feel too uncomfortable under the impact of sex. The receiver can choose to ride up and down on the thigh harness, or another good variation is to choose to move forward and backward in a rocking motion.
Another variation on this position is for the giver to be laying back with their head elevated to watch the action. Easier to watch, but the giver's hands are too far away to provide much extra stimulation now. However, with a slight adjustment of the giver raising their knee to tilt the receiver forward, there's now the possibility of kissing and touching while the receiver can thrust back against the dildo. If the couple is especially adventurous, the receiver can support their weight on their arms and slowly pull their feet up to rest up against the giver's shin. In this position, the receiver is supporting their weight with their feet (against the giver's shin) and on their upper arms. This is definitely an athletic position and can not be held for too long.
For an easier position (and one that makes for good domination for power play), the receiver can bend over a proper height object to expose their genitals. The giver can come up from behind and allow the receiver to insert the dildo into themselves. Once there, the receiver can ride the dildo very easily. (It would be difficult for the giver to thrust well since the thigh doesn't have much of a range of motion.) To increase the feelings of submission, the giver can choose to grip onto the receiver's hips and “force” them back, tangle their hand into the receiver's hair and tug, use a flogger on the receiver's back, or bend over a bit and feel the receiver's breasts or genitals.
Those are only a couple positions that are possible with a thigh harness. Only your creativity limits your possibilities, and these are just a couple that we've discovered after owning a thigh harness for a couple weeks. Other factors to include: how rough the thrusting will be getting, the size of the dildo, lubricant nearby, and discussing the ideas with your partner. Each position will possibly require some adjustments (especially since it can be difficult for the giver to “feel” their dildo), so be open to communication. We know we had quite a bit of fun discovering these positions, so after you give these a try, explore and find some of your own sex positions!