Been self harming for maybe 7 years now, so I have a lot of methods.
My favorite is scalpel + double edged razor blade combo, scalpel helps control the depth and I use the razor blade when I need to cut through a nerve quickly or slowly work at a part that hurts to much to cut further with the scalpel, which isn't as sharp.I also sometimes just use razor blades, it depends.
I've also used a bunch of other sharp objects to cut/scratch myself. I've used exacto knives (they're ok, but hard to go deep with. Tend to rip open rather than lacerate the skin), scissors ( blunt, not a fan), pencil sharpener blades (eh, bad for deeper cuts but easy for a lot of surface level cuts), knives - Swiss army, paring, butter (this didn't work lol), steak, etc, box cutters (eh. I like the handle but kinda blunt and often have weird grease on them). When I've been espcially desperate, I've used: paper clip, sewing needle, mechanical pencil, a ripped up monster can, the metal part of a dental floss container, the ends of some shitty plastic earbuds, rocks (espcially quartz, if you break it to get a thin sharp edge it can cut quite deep), etc.
Punching myself in the arm (where there's a spot that I've punched so often it's extra sensitive), my thighs, or my calves I do sometimes also. I also used to punch trees and telephone poles and fracture my knuckles that way.
When I've had zero access to anything I can cut with, I've done eraser burns. I've also just scratched my skin open until it starts to bleed.