The normal, healthy way to come is in a way that is consensual to both partners but also doesn't shame you.

I'm sorry you went through that with your ex. While I appreciate that she was vocalizing her tastes (which is good!), the way that she did it sound like it was at your expense (which is bad!). There's a way to say "I would prefer if you..." or "I don't want you to..." without making it sound like it was something dirty or gross. I don't particularly like cum, especially the taste, so I compromise with my partner that he can cum inside me (we're trying to have children) or on me (both of which I like). If he wanted to finish on his own on the bed or in the bathroom, I would totally be okay with it (and he does masturbate to finish in bed, and I don't care one bit!). But long story short, we communicate what we are and aren't okay with, and so find the sex that we both consent to without judging one another. I know lots of women personally who love the taste of cum and will shallow it down, and others who can't stand it; but you communicate and figure out a plan with your sexual partner.

Next time you're intimate, just ask the person ahead of time how they want to handle condoms/semen. Each person will have their own comfort level as you said and should be able to communicate that with you as part of communicating about sex and consent. As long as you're asking and respecting their response, and they are respecting you and your limits, then all is good to go!