stochastic calculus - How to use the stock as a numeraire to price a derivative with payoff of the form $(S_T f(S_T))^+$?

I have $\frac{dS_t}{S_t} = rdt + \sigma dW_t$ as usual under the money-market numéraire and I need to price options with payoffs

$$(S_T f(S_T))^+$$

How do I express the stock dynamics using the stock as numéraire, and how do I get the stock distribution under the equivalent measure.