I dont' orgasm usually either. I'm 26 now, and I think I've had a total of maybe 4 or 5 orgasms (although am still not certain if they count or not:S).
Like you guys, I masturbate and enjoy it, I have sex and enjoy it, although penetration does very little for me I admit.
I tend to find that unless I'm in the Exact right frame of mind, my own mind and body want to stop after a while because it starts to become painful rather than pleasureable.
From people I've spoken to (and I am in contact with quite a few when it comes to this subject), it truly is quite a common occurance.
My theory is, as long as I'm enjoying myself regardless, it really doesn't matter how it ends. Enjoy what you do, stop trying to get to orgasm,the more you try, the more you're focussed on why it's not happening and the less you will enjoy it. The less you enjoy it,the less the chance of it actually happening. Just do what comes naturally and don't worry about it. Whatever happens, is perfectly normal for you. That's really all that matters.