It's not physically harmful at all, however it may cause a temporary condition commonly known as "blue balls", which is a dull ache in the balls, that feels like someone kicked you there. Blue balls is vascular congestion in the testicles, which means there is an extra pooling of blood in the testicles caused by prolonged arousal without release (ejaculation). The extra blood and blood pressure can cause the dull aching feeling in the testicles. Normally, extra blood flows into the testicles during arousal, then flows back out after orgasm. But if you get aroused and stop before orgasm, the extra blood tends to stay in the testicles longer, and can cause discomfort. The solution to blue balls is to either ejaculate, or just wait several hours with no more arousal, and it will go away by itself.
Although it can ache, blue balls is actually harmless, so don't worry about it. So to answer your question, no, there is no harm in doing the stop and go method like you are doing, and it is good training for learning your body and lasting longer.
<i>My avatar is a picture of my own sperm under a microscope. Pretty cool huh?</i><br />Drugs are garbage. I'm high on my own testosterone.